TKH and Palentian made a lot of good suggestions. Here's a few more hints.
For the first 10 or so War Steed levels, collect Rohan task items and turn them in to gain steed XP at the beginning of each play session. Gets you up to level 10+ faster.
Attack from behind. The positional bonus can turn a lot of the dev crits into one hit kills and crits into 2 hit kills. The large open areas in Rohan are great for this. When I'm playing a character in these areas I will gallop across the plains rather than use stable travel between nearby towns. Attack and kill whatever's in my path. ( ...and practice manuevering, collect task items in the loot, etc.)
Orc bowling! At higher level you will be able to get the Trample skill in Heavy War Steed red line. It sends unmounted/dismounted foes flying into the air with damage for a period of time. Try to ride through an area and pull aggro on a half dozen orcs, get them all lined up running behind you, then turn and Trample through them. See if you can make all of them fly. If you hit one dead center with a regular skill while in trample, he will fly straight in your path and you can hit him again with another skill.
Cener, Ingo, Rilibald, Hesred, Halras, Loringo
Arkenstone (ex-Elendilmir) - The Osgiliath Guard