“Following” could suggest an army behind their captain as he leads a charge against the enemy. But the captain whom they are following here is not leading a charge. On the contrary, the captain is in heaven (from which Satan and his demons have been expelled, Revelation 12:9) and has already “many crowns” on his head; that is, he is victorious. The phrase “following him on white horses” describes the victory parade that befits Jesus Christ. Their “white horses” symbolizes their sharing in the benefits of his victory, as opposed to being, say, spoils of war.
14 And the armies of heaven, arrayed in fine linen, white and pure, were following him on white horses.