I always start in a small circle. Using a lunge whip using the handle of it to touch them lightly and saying “ out” . So they can find the end of the line. As long as they are moving forward I always talk to them and say they are doing the right thing. Once all is good I’ll loosen the line more to make a bigger circle. Just careful to never let them turn into you. Creates a really bad habit and can be very dangerous. I always point them back in the direction I want and be a little more stern. Saying “ hey” or something like that. When they do what I want always say “ good boy or girl” . Good luck! Lunging is always my favorite to do with horses. It helps so much!