I would do the sleigh ride over the trail ride. The only thing you see is woods and the trail and maybe some deer. It was a lovely ride but I imagine the sleigh ride would be so much fun and you’d see campsites lit up maybe.
We did horseback riding at Fort Wilderness last June and really enjoyed it. Kids voted it as their favourite activity of the trip.
Keep in mind though, kids should be at least 9 years old to ride. There is also an upper weight limit.
I do not believe you can walk along, but you can always ask if you decide to book.