Riding for the first time is painful, its your muscles that are not used to it, taking an inflamatory like Ibirufen may help ,if you are still hurting yes go get checked out,
Horse riding can be pretty hard on the body if your not use to it. Make sure your not getting dehydrated and you could try eating a banana before you go. That may help with muscle cramps and spasms. If your riding for a long time, stop and stretch awhile and snack on something.