Just research the quest. It is never not available unless you have completed it. There are two simultaneous quest lines that start it and merge. It is not started at the trainer.
*Edit It is now trainable at the Paladin trainer. No longer quested right? Probably have to drop the gold to learn the riding skill now tho.
Edited, Nov 11th 2008 9:42am by ocyen
Edited, Nov 11th 2008 9:42am by ocyen