in order to somehow "learn" complex skills through "doing"....
You jest, but that is literally how every thing that was ever learned was learned. We have all had a front-row seat for Elon Musk blowing up or crashing numerous rockets before he
* figured out how to launch and recover them on the regular. For most of us, If we decided tying a rock to the end of a stick was going to be useful, we'd probably go through a few iterations before we found a workable tool. Especially if we first had to weave our own rope from plant fibers. Even if we somehow found a schematic, we'd probably have to try a few times to get it right. We have whole buildings - campuses even - devoted to this idea today, where the ignorant are shown how to do a thing and they practice it over and over until they're proficient. With guidance from experts, no less.
*The genius engineers who work for him, more accurately
As for OP, are we talking about zombie-sized horses or
horse-sized zombies?
If it is strictly limited to the game world, where I wake up with nothing and the apocalypse is in full swing (but no zombies in the immediate vicinity, and they can't smell me), I think I could make it a few days on basic survival skills learned in the military, though without even a pocket knife much would depend on the biome I woke up in. Snow might be slightly more survivable because we start with a torch. I have about 1/4 the stamina of a level 1 7D2D character so when it becomes necessary to run away, that would be the end. I can fight 16-20
5-year-olds at a time and survive, but not by running away from them. Bears, dogs, and wolves would probably be a bigger threat than the zombies.
If I get to start in my house, with knowledge that zombies are coming, I might be able to survive for quite a while, Walking Dead style. I'd load up my two old rifles and limited ammo and all the tools, medicine, food, and water in the house into the RV and head for the hills. And I'm bringing the bicycles, not learning how to build new ones! A crowd of zombies would likely not be survivable, but with access to modern tools I could probably set enough traps and have some primitive-ish weapons to fight off one or two without wasting ammo. Heck, I'd probably build several different iterations of traps to try to learn how to do it better.
In either case, I think mental strain would be as much of a risk as the zombies. Fear and isolation are mind killers.