Roseluck is absolutely positive she isn't going insane. Nope, not one bit. She's just confused and maybe a little frightened. For instance, she's starting to notice that everyone in town looks very similar. Then there's the fact she's no longer a unicorn. But that's okay. As long as she keeps her cool, whatever is happening should all work itself out in the end, as everything usually does.

She just wished somepony would believe her.