I would imagine that friendly fire was rare. Horse archers were not usually meant to engage the enemy at close quarters as their purpose was to attack from a distance. They would wear light armor or none at all sacrificing protection for speed and agility. If you were asking did they hit their own infantry with arrows while they were in melee combat, they would probably not shoot arrows in that direction. If they did hit one of their own people who would know who shot the arrow? It would depend on region and time but places like England had their arrows made in government contracted factories and they were all more or less the same looking.