“Get back on that horse” is a common idiom in spoken English.
The idea is that, in life, when something bad happens to you or you experience a setback, you should “keep trying” and “never quit”.
Imagine if you were riding a horse but you fell off and hurt yourself a little bit. You shouldn’t be a baby and quit riding horses, you need to realize that not everything in life happens the way we want it to, but no matter what, we need to be strong and keep trying even when things aren’t easy.
It’s a good English phrase and a good phrase to think about in general life. Never give up!