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Reining is one of the Western competitions.
You need a horse of at least 3 years old, specialized in Western and equipped with at least a saddle, saddle deck and bridle.
If the horse is under 5 years old you can always change it's specialization from Classic to Western or vice versa. (VIPs who chose that perk can do this unlimited by age.)
Go to the horse's page, find the section where the competitions are, select Reining and choose one of the comps in the list you get.
Objective done!