Sunset Sky was beaten and cut at a very young age for seemingly no reason.
Sweet Symphony developed schizophrenia after a friend's death.
Broken Cloud has a pony in her head named Fallen who tends to take control of her body and go on massacres.
Night Lights, Mirror Ripple, and Crimson Tides were bullied and grew an aversion to daytime and being around other ponies, even family members.
Zap Candy has a split personality.
Night Dart was cursed with a sight hex.
Light is mute, and is believed to have been born without vocal chords.
Lost Soul was cursed to a long life of sadness.

And they are all linked somehow.