Autumn is here. It's getting pretty chilly at night, and time for many people to think about rugging their horses. Horses are rugged for many different reasons, and for some it is a necessity. If it isn't, you may consider allowing your horses body to do what it does naturally – grow a winter coat, so there is no need to rug him.
The first step is to teach your horse to be aware of his body and manage his comfort accordingly. This involves showing him how to find shelter from wind and rain, rather than stand out and endure it. He is far less likely to need a rug if he does not stand out in howling wind or driving rain for hours on end! The other reason for teaching him to find shelter is that as you don't need to rug him, it gives his body the ability to respond to the drop in temperature and stimulate hair growth, starting the process of growing a winter coat.
The next step is to only rug when absolutely necessary. Each time you do rug, you interrupt this process, so in order to have a really good winter coat that is capable of keeping your horse warm, the horse needs to manage his comfort so he doesn't require rugging, other than the odd occasion.
The first year, his coat may not reach it's full thickness, and there may be occasions when the weather is particularly bad, that he does need a rug. If this is the case, he will only need a lightweight one, or he'll be too hot. In year two you will find that his coat develops more thickness, and you will probably not need to rug at all.
The final step is to relax and not worry! If your horse is out when the weather is bad, there is a tendency to think he must be cold. However, the combination of teaching him to manage his own comfort, and having a full winter coat, is good protection against the elements, and when you check, you mostly find that he is not cold, or wet underneath his coat. More likely is that as he is comfortable, he would rather be out grazing.