The planet on which the continent known as Ponyland exists, has been around for the entire duration of it's solar system in it's universe. I say its universe, because to the human world known as Earth is in an entirely different universe that sits in another dimension. It just so happens that Ponyland and Earth sit in roughly the same spot in their respective universes.
In the beginning of the long life of the planet, the large continent was a barren ground. Nothing grew there, only soil, rocks, and mountains. But after a couple hundred millennia that all changed.
It was whom the humans call the Greek gods, Zeus, Hera, and the others, who were fed up with the human race and left their planet. On their search for a new place to rule, they happened upon the desolate continent. They decided to start with this blank canvas and create a whole new world for them to govern.
But who to rule this land? The gods debated for a long time on the type of creature that should inhabit this world. It was Zeus who suggested the horse. He sold the idea by saying that the horse is noble and brave. Poseidon agreed, but he enjoyed Pegasus much more than just a regular horse. A horse that could fly would make for better entertainment. The other gods disagreed though, for a flying horse would be able to visit their kingdom, thus making the face of the gods a common thing, they wanted to keep a mystery. Athena said she wanted the unicorn to rule, for those are wise and magical.
The debate went on for days, and finally it was decided to go with all three. Horse, Pegasus, and Unicorn. The three together would make fine entertainment. Only one disagreed. It was Aphrodite, goddess of love and beauty, who didn't like the idea. She didn't like the thought of a world with beautiful horses running around. The horse, she knew, had a beauty more precious than her own, and she didn't want to look at a whole civilization. So, she offered her fellow gods a compromise, make them ponies. Shorter, less graceful, and a bit chubbier than the normal horse, but still a fine specimen to watch. The other gods agreed, though rather reluctantly.
So it was decided, ponies would inherit this new land, and would be governed by the gods in their heaven.
A tiny valley, near the south pole of the world was chosen for the first home of the ponies. Zeus placed the first Earthling, a bright blue pony with brilliant pink hair. She was born in a cloud on the sky, close to heaven, where Zeus could watch after her for always. Poseidon found a place where a waterfall once ran into a lake. He returned the water and in it, he placed the first pegasus, born from an oyster shell, brilliant pink with snow-white hair. And Athena, with the help of Demeter, made the valley green with grass and placed the first unicorn, born from a flower, snow-white with bright blue hair.
The three looked at their children and told them, "You are the first to walk this land. It is your obligation to populate this planet with plants, animals, and other ponies like yourself." The three ponies nodded, ready to begin their duty.
"But," Athena said, "before you start, I would like to give you each a gift." And she kissed each pony, giving them knowledge of speech and a kind heart.
Zeus, not to be outdone, said, "I too have a gift for each of you." And in a flash, each pony had a symbol on her haunches. The Earthling had a cloud, surrounded by multi-colored dots, the Pegasus had a purple seahorse surrounded by bubbles, and the Unicorn had blue flowers.
And finally, Poseidon said, "And as a final gift, I shall give you names. You, young Earthling, shall now, and forever be known as Dream Drifter. My darling Pegasus, you're name, Sea Wings, will ring through the deeps. And Majesty, you shall be known as the greatest magic wielder known on this earth."
And that is how the first ponies were brought to this land.