The Story of Equestria

It is questionable how pegasi and unicorns came to be. It all goes down to a genetic mutation.

Deep in the nucleus of a cell, there is a chemical known as "Hox gene". It gives all tetrapods four limbs. Sometimes these are all legs, sometimes the front two are arms, sometimes the fronts are wings, sometimes they're detached, some times the BACK ones are detached, and sometimes both. But never, ever, has there ever been a six-limbed creature, until the pegasus. This gene changed, producing wings. Another created the unicorn's horn.

Realizing this mutation, the unicorns attacked, trying to use this to their advantage. But the horns were too brittle and fell through their heads in combat, killing them instantly. Then they realized the magical capabilities. They soon stopped fighting and used this ability to build a grand civilization.

Meanwhile, the pegasi began flying around. When one crashed into a cloud by mistake, it was discovered they could manipulate weather. They soon took up the role of gods and maintained the skies like a farm.

And speaking of farms, unicorns and pegasi soon lost the ability to harvest food. Realizing this, the Earth ponies began to exterminate them. But a baby pegasus named Hurricane was put into a basket and washed away in a river. When she grew up, Hurricane returned and brought the pegasi away into a new realm. The unicorns soon followed suit. They now hated one another and killed on sight.

Some pegasi resisted fighting. They were banished to the wastelands and developed a diet of pony brain juices, specifically those associated with bad emotions and used them to lower the temperatures. They became the windigoes.

Meanwhile, the three types fought a war for control. The windigoes feasted and created an ice age, destroying the land. The ponies left to the another which we now call Equestria.

It was much better than the ruin behind them, so again they fought. They were forced to take shelter in a cave,    together. The opening froze, trapping them. They soon started to die. Realizing what was happening, Clover, ruler of the unicorns, stopped at once. Deprived of food,  the windigoes returned and evolved. They stopped feeding on brain juices and lost the ability to freeze, but gained shape-shifting powers. They became the changelings.

The ponies emerged into the new land. and that is how Equestria...was made.

Hey! That's what I said!

But it wasn't true when you said it.  And you said it in another episiode. :)