When I put on the AW for the first time my horse shakes / nods his head, rubs the Breather, snorts, flehmens (lifts the top lip) or fidgets.
Short answer; Some horses do this but it doesn’t usually last long and when the horse becomes accustomed to the improved breathing they then enjoy wearing the AW. You can speed up this process by walking your horse until they become calm and drowsy or letting them eat grass or hay. Sometimes a horse will be able to enjoy the AW more quickly if they are away from the owner so it’s worth seeing if they settle once they are out in the field grazing. If after trying these things the horse is still fidgety, then follow the instructions in Section 3 ‘What to Expect’ in the AW training video,
Long answer. Over breathing is a bad (and unhealthy) habit. Chronic bad habits can be difficult to change at first.
If a horse has symptoms they’re over breathing. Chronic over breathing has a direct and damaging effect on the physiology and so the body has to institute mechanisms to prevent serious consequences. These ‘compensatory mechanisms’ put the body into an equilibrium. Improving the breathing by putting on the AW is beneficial but it can be difficult for the body to be nudged out of its equilibrium. The body may respond by either trying to avoid the help provided by the AW or by countering it. So a horse may try and remove the AW or may try to re-establish the habitual (but not healthy) equilibrium by increasing the over breathing through coughs, snorts or sneezes. The horse may even wind itself up to increase adrenaline which also increases the breathing again.
Humans can cough, giggle, yawn or sneeze when they start to improve their breathing. This is probably due to the body trying to retain the old habitual and unhealthy equilibrium.