Want to address a myth I just saw - Alexei was not forbidden to ride horses or donkeys. He even had his own donkeys, such as Vanka! It was known that the Tsesarevich kept donkeys, as the Italian royal family gifted Alexei a fabulous harness for Vanka in 1909, pictured below.
Whilst his horse/donkey rides were supervised, many people greatly exaggerate how protected Alexei was. Pierre Gilliard even convinced the Tsar and Tsarina to let him have more freedom, so he could learn the boundaries of his health and prevent turning an "already physically delicate child into a characterless individual, without self-control and backbone, even in the moral sense." Upon suggesting this, Nicholas and Alexandra "entirely agreed with me".
Alexei rode horses, donkeys, cycled, ran around, played (including with scissors and toy weapons), had a cat and dogs, went on boats, swam, rode in carriages, sailed, sled, climbed on snow mountains, swung and fell off hammocks...
(gifs by the fantastic ohsoromanov)
Of course, there were limits to this, and Alexei was closely supervised. But quotes suggesting he was 'forbidden' from having fun, playing games, riding horses, and was miserable etc, never have any sources attached either... because it's not true :P I'll make a longer post on this another time
Pierre Gilliard, Thirteen Years at the Russian Court, trans. F. Appleby Holt, (London: Hutchinson & Co, 1921), pp. 40-41
J. C. Trewin, Sydney Gibbes, Tutor to the Tsarevich: An Intimate Portrait of the Last Days of the Russian Imperial Family, (New York: Stein & Day, 1975)
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