I had a lot of trouble with this and I’m 137 hrs in and almost done with the game. And I just learned this. What confused me was the fact it said you didn’t have to steer the horse the it would just go so I didn’t think you needed to hold down walk. I just double tapped shift and it went fast so I thought it was a gallop. Bring that I learned this at the end of the game, it is perfectly possible to finish the run to Talberg and not be able to Gallop.