You have the wild hunt with demons, or faeries, riding antlered stags like horses. Any number of other stories based on that old tale, be it reindeer or creatures designed for fantasy world's.
But what are the practical aspects that you need to take into account? I don't recall any stories mentioning anything.
For example, I've seen many a picture of a stag running through a forest. To avoid getting its antlers stuck in the overhead branches, it throws back its head.
So how do you ride the damn animal without being skewered by your own steed? What do you need to take into account when travelling? Is it just avoid low hung branches ie don't go into the dark forest or are there further aspects I haven't thought of?
An additional related question, how do humanoids with antlers (be they real or just an antlered helmet) fight in enclosed places like tunnels?
As an aside, while Santa has domesticated reindeer with antlers, he does not in fact ride them rather trusting to put a healthy harnessed distance between him, his sleigh and those antlers.
EDIT: Thanks for your all your pointers. It made me redesign and add several things to my storyline. All the answers where helpful but I think the selected answer has to go to the most up-voted answer.