A horse ideally shouldn't learn the flying change until they are very relaxed and rideable in the walk, trot and canter, with soft body control becoming well established.
This exercise should always be taught at the walk (after teaching your horse how to do a relaxed forehand yield at halt), before advancing it into trot, then canter. If the horse begins to tense, rush or struggle in anyway, it is likely that you don't yet have enough softness, relaxation and rideability in your basic lateral movements, and need to go back to mastering your body control movements at a slower gait.