Bandages are used to provide support to the horse's legs and, to some extent, protect them from impacts during riding sessions. Common fleece bandages are often used to wrap around leg pads after training or if the horse has any swelling in its legs. However, there have also been specialized stable bandages introduced recently that are less prone to collecting straw and dirt.
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There are also elastic bandages for even better support, although they are not recommended for beginners as there is a risk of pinching the tendon and wrapping too tightly if you are inexperienced. This can be remedied by placing a saddle pad underneath, which is often thinner than the pads used during rest. The third type of bandage that is commonly used is the combination bandage, where one half is fleece and the other is made of elastic material. This allows the fleece, which is wrapped closest to the horse's leg, to protect the tendon like a pad while also providing the support of an elastic bandage. It's still not recommended for beginners, but it's a very good alternative and one of the more popular bandages available.