If you’re worried about riding your horse over his first jump, you can always teach him on a lead. Remove the stirrups or run them up on the saddle. Either hold the reins or use a halter and leadrope. Ask your horse to trot over a low cross-rail; he should hop right over it if he has been doing the trotting-pole exercise with you on his back.
If he is happy with the exercise, you can change the fence to an 18-inch vertical and try again. If you want to try higher jumps (2 feet to 2’6″), set the jump using low standards (around 3 feet high). Place a rail from the ground to the top of the standard on your side. This will act as a ramp for the leadrope to clear the jump standard as you’re running alongside your horse. Not only will this exercise teach your horse how to use himself over jumps without rider interference, but it will also get you into shape, too!
I just recently tried this with a green mare (pony) and it seemed to help her undersatnd that going over a jump isn’t all to scary!