Welcoming new volunteers is really important. You’ve gone to a lot of effort to recruit someone, and if they don’t get a good first impression of your club then all that hard work could go to waste. There is useful information on the Club Matters website.
The Riding for the Disabled Association also has a good introduction on how to welcome new volunteers, and many of the general principles will apply to any sport.
Although welcoming new volunteers is key, it’s also important to remember that all volunteers, however long they have been helping you, should be made to feel valued. Remember, they’re giving you their precious time – don’t forget about them just because they have been helping out for a while.