Celestia has taught Twilight how to make portals to other dimensions. The first couple of tries had been unsuccessful, but, on her 5th attempt, she nails the spell perfectly. But, instead of ending up in Fluttershy's cottage, a weird, pink, fleshy thing falls out of it and the portal inexorably closes. She takes the thing to Celestia, but, much to her student's surprise, she doesn't deem it a threat. It eventually grows on everpony and accompanies the Mane 6 on their wacky adventures.
(Not correlated with A New World)