Well, to answer your question, I had one session with a female a few months ago in a hotel room, we got talking in a chatroom about the world of BDSM, and over time, we started to talk about what we like and have done, at whcih point she mension she would like to try a session as beening used as a pony.
the session itself was great, we did a few basic things, like walking, lifing the knee, and having me sitting on her back, else she is on fours.