Not exactly in Gdynia but in Reda-Pieleszewo (a few kilometres north), easily accessible by car and by train heading for Wejherowo, a stable called Pegaz (Pegasus) offerring cheap rides by horse in the woods surrounding the farm or even longer (approx. 5 hour-long) trips. Very friendly hosts, good (and very friendly) horses Do you need more to have a really nice and active day?
I had to take a walk in this small forest area to get back to the town of Gdynia. Make sure you are following the right trails. You don't want to get lost. Good for hikers & walkers as it offers beautiful forest scenes & sounds.