The answer to this depends in part on what kind of facility you plan to ride at. If you're just going for a trail ride at a rental stable, then no, you won't go alone. You'll have a wrangler or guide with you who leads the ride, and you may or may not have at least one other wrangler with you riding in the back of the line. This will be true for large groups of riders. Don't expect to be allowed to go any faster than a walk for the duration of your ride. And you need to give your guide or wrangler a TIP once you return to the barn or stable area.
IF, however, you are going to a lesson barn for a riding lesson, then what you will do depends upon your instructor.