I bought Roheryn from a photo on the internet, and my knowledge of her parents. I had her shipped from Texas, and except for a trip in a stock trailer to the vet for shots, this was her first real trailering experience.
The shippers I used, Millhouse Equine Transport were wonderful and patient. The former owner worked with her for a few weeks before we shipped her on loading and leading, but she was a green, scared baby. Roheryn shipped like a trooper, loaded and unloaded in the big transport trailer, and winning the heart of the driver who showed off how nicely she unloaded, then loaded right back up in the trailer.
She ran around a bit, called a bit, and was rather lost and bewildered at first. It took two weeks before she settled in with the herd, but she quickly attached herself to Shadow, who was tolerant of her. With humans though, she was wary. She would lead, tie for grooming, and was pretty good about feet. She was interested in any human who showed up.
After a few months she had a teenager moment, where she charged me when I was carrying feed buckets. I yelled, flung the bucket and chased her out of the barn. I didn't let her back in the barn until she asked politely, and there never was another challenge to my authority as boss mare.
I would bring new objects to the barn for her to explore, balls, tarps, etc. She was curious, but not spooky. But, if I lifted a saddle blanket she would snort and scoot. We let her go, just working around her and letting her see what life was like at the barn and learning to trust us.