As a certain purple alicorn would tell you, many myths and legends tend to have some basis in truth, whether factual or interpretive. Celestia has centuries, if not millennia, of experience to verify these. Daring Do has uncovered relics of ages thought lost to the sands of time. But the truth of some myths from the beginning of time are lost to all knowledge.

And they are happy for it to stay that way.

Three ponies who are those myths keep on their duty to the world