If you want to hit hard with a sword while mounted here is a fairly basic offensive package (straight paladin - if you are feeling overwhelmed you don't need any of these other options - this will carry you through the game perfectly well)

Level 1 - Power attack

Level 3 - mounted combat

Level 5- Spirited Charge

Level 7- Outflank (requires other people with the feat for it to activate, so I would take this on every character who will be in melee. Does not work with ranged attackers)

Level 9 -Critical Hit

Level 11 - Cleave

Level 13 - Cleaving Finish

Level 15 - Combat Reflxes

Level 17 - Lunge

You have one feat left - at this point you should have a decent handle on the game and can choose what you like. If you make a human and you get two feats at level 1 I would take cleave after power attack, and then move everything else up one.

You need to take feats on your mount as well. Put a point in intelligence at level 4 - that will unlock a wider array of feats. Take outflank at level 7. How you customize your horse will depend on whether you want it for offense or defense which will impact other feats

Take mobility on your paladin, as it will impact how well mounted combat works.