I am very new to this game and I think I am figuring most things out but I don't understand how to get the Riding Hall. 

Can someone help me?

Riding Hall level one allows you to train your pets up to level 10.

I have Riding Hall level two which allows me to train up to 6 pets at one time (duration four hours of training). I can train up to level 20.

To get a riding hall you need to have the proper Blueprint. You can buy or find them easily.

Then you need to actually use the blueprint and construct the Riding Hall. Collect the proper amount of materials and silver needed, and find the right pet to help build it, then construct it :) Your pet will gain experience from the building process. You can find materials exploring islands or buy them.

I hoped that answered some of your questions. Feel free to Pm me if not!

Nightingale answered this very well, I just wanted to add - I personally would recommend that you do NOT buy this building yet. It was one of the first ones I built cause I thought it sounded great. Admittedly, it is rather nifty, however, if you have limited income (and as a new player you *will* in all likelihood struggle with money for a while)  you will probably find yourself not able to use the Riding Hall a lot of times -  just to give you an idea: to train a pet from level 4 to level 5 takes 320s, from level 9 to 10 costs 720s (plus of course 4 hours as Nightingale said). This adds up FAST!

After I built mine, I really wished I had used the money / resources for something else.

Naturally, this all depends on one's playstyle, but I just wanted to point this out. 

Timain has a point, at a lower level, and if you have the time on your hands, exploring is likely the best way to go. You need the resources and exploring can give you these, experience, and maybe some nice items.

But if you have the money and materials to spare (and am lazy like me) then by all means purchase it. I personally only use the riding hall to level up new pets (higher levels I find too expensive, I rather explore or battle them). I find it a bit of a drag to explore with level 1 pets, as opposed to say level 20 or such. I have the silver to spare and I built the building so this works out for me.

Like Timain said, it depends on your style of how you want to play the game. :)

I realized I didn't word this post quite right, but I may have gotten my answer out of Timain's answer to me earlier. I meant, how do I attain a Riding Hall lvl. 1? I assume now, it is something I have to buy? How? This is where I am confused. 

Actually, I figured it out! Thank you for your help!

Actually Nightingale did give you the answer - you need to find or buy the blueprint. EIther through exploration or via Item Trades. 

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Nightingale said:
"I find it a bit of a drag to explore with level 1 pets, as opposed to say level 20 or such. I have the silver to spare and I built the building so this works out for me."

Oh absolutely! These days I wouldn't want to miss the Riding Hall ;) I actually have it at level 5 now, just so I can train more pets at the same time. Like you I train the lower level pets and explore with the higher ones. All I meant was at the beginning I don't think many people will have the spare silver to afford it. I regretted building it early. I would have built something else first (stable or warehouse expansion, Inn or Cartographer's Guild are all better for beginners in my opinion) and then later, once I have a steady income, the Riding Hall. 

I agree completely. I would be lost without it now, It's such a time saver. Besides, when you are just starting in the game it is useful to explore for so many reasons as I mentioned before. It also helps to acquire and understanding of game mechanics.

Cartographers guild is one of the most important I think. Once you have that you can build the Inn. The Cartographers Guild, along with personal preference, will help you to better choose which invites to use. :)