Is Lone Rider's ability checked every turn or just the turn it was summoned?
It does in fact trigger every turn (both yours and your opponent's!) in which you gain 3 or more life.

From the Comprehensive Rules:


  603.1. Triggered abilities have a trigger condition and an effect. They are written as “[Trigger
  condition], [effect],” and begin with the word “when,” “whenever,” or “at.” They can also be
  expressed as “[When/Whenever/At] [trigger event], [effect].”
  
  603.2. Whenever a game event or game state matches a triggered ability’s trigger event, that ability
  automatically triggers.


So in this case, the ability triggers every time it's "the beginning of the end step", not just the turn the card was played. (Actually there's one more technicality here:


  603.4. A triggered ability may read “When/Whenever/At [trigger event], if [condition], [effect].” When
  the trigger event occurs, the ability checks whether the stated condition is true. The ability triggers
  only if it is; otherwise it does nothing. If the ability triggers, it checks the stated condition again as it
  resolves...


So if you haven't gained 3 life by the beginning of a given end step, the ability does not trigger at all during that end step.)



MtG has been around for a long time and by now is shockingly good at having one definitive meaning for the text, so in general if there's something you don't understand, your answer probably exists in at least one of these places:


The Gatherer page for the card in question - the "Rulings" section may have your answer (not this time though).
The Basic Rules.
The Comprehensive Rules. It'll definitely have your answer, but the answer may be hard to find because there's so much there.