It means the Mudsdale is fine with him, really. Unlike certain other members of Geddoe's team, Dust has a fairly mellow, placid temperament.

"Hold on with your knees, not your hands."

That might apply to whatever else Zack's ridden, for all Geddoe knows, but it's worth mentioning just in case.

"And relax. If you're nervous she'll feel it in how you sit, and it can distract her."

At least, that's how it works for normal horses, so Geddoe assumes it's the same here. He's ridden before, even if not often, so it wasn't exactly an issue for him once he got the horse Pokémon.