legolas was a prince, tho; he may have been especially taught how to ride (given his princely duties and all.) i haven't looked things up in a while myself, so like you, i can't be sure; but i don't recall the mirkwood elves being very equestrian. i do believe they traveled more on foot, when they had to travel at all. they weren't prone to leaving their own area much, were they? i don't even seem to recall them being mentioned until the third age, at least not specifically by name.

like i said, tho, it's been a while...