One day, RG- 'The Railgun'- wakes up... as an adorable, brightly-colored horse pony. She has no bucking idea what's going on, no clue who she is... in fact, she's not even sure WHAT she is. She figures out she's a pony. She rolls with it. But when she starts getting cryptic advice in a weird dreamy-place, things get... well, more interesting.
She, along with the friends she meets, fights monsters (and stuff)... Kind of.
Think of it as RG telling a story.