The blocked horse
One rule, and three things it does that a chess player does not expect
Updated
A xiangqi horse moves like a chess knight, with one difference: it does not jump. It steps one point straight, then one point diagonally outward, and if the point it steps through — its leg — is occupied, that move does not exist. Chinese players call putting a piece there 蹩馬腿, "hobbling the horse's leg". The rule itself is on the rules page. This page is about what follows from it.
Where the leg is
Every horse move is two points in one direction and one point in the other. The leg is always the point one step along the long direction, right next to the horse. A horse has four legs — the four points touching it orthogonally — and each one serves two of its eight possible moves. Fill one leg and two moves disappear; fill all four and the horse cannot move at all.
Two consequences are worth saying out loud. The leg is next to the horse, never next to its target, so what blocks a horse is decided by what stands beside it. And a piece of either colour blocks it: your own soldier on your horse's leg shuts that move off exactly as well as an enemy one.
It only works one way
In chess, if a knight attacks a knight, the second knight attacks the first. The move is symmetrical. In xiangqi it is not, because the two horses have different legs.
This is the most useful thing to know about the horse. When your horse and an enemy horse are a horse's move apart, look at both legs before assuming it is an even trade. One side may be able to take, and the other may only be able to watch.
A horse's check can be blocked
A chess player knows three answers to check — move the king, capture the checking piece, or put something in the way — and knows that the third never works against a knight. Against a xiangqi horse it does. The "way" is the leg.
So when a horse checks you, the third answer is back: as well as asking whether the general can move and whether the horse can be taken, ask whether anything can reach the horse's leg in one move. A blocker on the leg keeps the general where it is and gives nothing away.
A horse can be trapped
Because four pieces — or fewer, near the edge — are enough to take every move away, a horse can end up with nowhere to go at all, even while nothing is attacking it. A chess knight can only be stopped at the squares it lands on; a xiangqi horse can be stopped on the way, by pieces that are not on any square it wants.
A horse that has gone deep into the enemy camp is exactly where this happens, because the corner and the edge give it fewer legs to lose. Before sending a horse in, ask how it gets out.
What to do with it in a game
When an enemy horse is threatening something, look at its leg first. A piece placed there removes the threat without trading anything, and often does something useful where it lands.
Keep your own horses' legs clear. The most common way a horse is blocked is by its own side — a soldier, an elephant or a cannon parked beside it. It costs nothing to notice, and a horse with its legs free simply has more moves than one without.
The elephant has the same weakness. It moves two points diagonally and is blocked by a piece on the point in between, called the elephant's eye. If you have learned to read a horse's legs, you have already learned to read an elephant's eye.