Aren't they? Have you never gone out early to work with the horse and had an extra layer on only to take it off as the day warmed? Have you never had a hose or twig across the ground that the horse kicked up while walking? Maybe my thinking comes from working in spaces that aren't groomed but it is incredibly common for these sorts of things to happen and is very beneficial for the horse to have learned how to react in a way that doesn't cause injury. 100% normal ime. If yours differs thats fine but I see no reason that a horse needs to sit for a or week or a month or a year before learning basic handling. It doesn't do them any favors. You talk about taking your mare on walks and such when you got her, what the op is describing is the exact same thing except in a more controlled, and by extension safer, environment.