Weelsby Woods on Weelsby Rd Grimsby.
Excellent reputation, i rode there when i was little, its owned by Ian Woodhouse (trainer of team gb pony dressage) and his mum.
Hiya, I'm from Market Rasen and I really reccomend Rednil Farm in Welton near Lincoln which is where i have ridden for years - brilliant instructors, lovely horses etc and Is honestly the best place I've ever ridden at. Its smallish and very friendly and the facilities are good - indoor & outdoor, they do hacks also for more experienced riders. I'd reccomend getting in there soon though as its coming up to summer and spaces will get filled as its popular.
The other one which is also very good and might be nearer to you is Brookhouse Farm in Scamblesby near Louth - they also have very good RI's, horses & facilities and the hacking is fabulous round there. I had lessons there for a while & they were really good.