Right before she has to leave town, Fluttershy finds a strange looking creature outside the Everfree forest. She leaves it in Twilight´s care.

A strange creature is discovered when it walks out of an alley and starts a panic by threatning to eat every pony it sees. When a squad of pegasi try to eliminate it, it gets away and starts stalking ponies on moonless nights.

A strange creature is found in the Canterlot castle and is brought to the Canterlot dungeons for containment and research

A man finds a pink pony in an parking lot where a group of kids are kicking it. He stops the kids and and takes the pony to his appartment to tend to it and comfort it. When it starts talking he is more than a little surprised.