"Whoever she be, Princess, she be possessed by a demon!" Igneous Rock had boomed. "Like the unclean spirits of air she can move hither and yon, like wind or thought, and perform trickery that seemeth like miracles." 

"She may look like a pony, but she's a ghost!" Limestone had claimed. "The farm must've been founded on ancient buffalo partying grounds! That's why she can appear out of nowhere and do all these things to her body!"

"She's just Pinkie," Maud had simply said, and Celestia believed that she had been the one closest to the truth. 

The pink filly appeared on the Pies' rock farm a week ago; she claimed to be Igneous's daughter, and to [i]always[/i] have been living on the farm. They thought she was merely an amnesiac runaway—until she began displaying her unsettling abilities. Word of the strange filly got out quickly; somepony who knew the significance of such stories brought it to Princess Celestia's attention; so now the Pies had to contend with royalty visiting their abode. 
[hr]
"I don't know why they're scared of me!" Pinkie said, a hop punctuating each word; Celestia was beginning to feel dizzy from her interlocutor's frolicking. "It's not like I've become some kind of a monster or ghost, I mean, if I was a ghost, I could go through stone, and—well, look!" She pointed towards a pony-shaped hole in a nearby pile of rocks. "I mean, I only went through half-way, so it makes me a half-ghost, and they should be only half-scared, right?" She sighed. 

"Tell me, what were you doing seven days ago?"

"Well, Maud was harvesting some rocks, and I was just hanging around, and I was trying to get her attention a few times, and she finally began looking up, and she even asked me who I was! Silly filly—couldn't remember her sister's name!"

"And the day before that?"

"Um, well, I... Ummm..." Pinkie assumed an exaggeratedly thoughtful pose. "I think I was planning a party, or... thinking about Maud, and..." Her eyes went grotesquely wide—literally as platters. "I can't remember! I have no idea what I did eight days ago! It's like I wasn't around on that day! Do they do a roll call for existence? Maybe we should check what they wrote down for me on that day! Why can't I remember??" 
[hr]
"...legends of the mountaintop monks," Celestia said, the Pie family listening with rapt attention, "tell of wise ponies, capable of miraculous feats resembling magic, by power of mind alone. Usually decades of study and training are required before the mind attains sufficient strength, though some are naturally born with the necessary qualities."

[i]Distanced from the world. Capable of great concentration. In full control of emotions,[/i] she thought. 

"These abilities include the creation of thoughtforms... entities created from imagination, beginning to exist in the material world." 

[i]...legends about a monk, or an unusually talented foal, who let their mind wander once and subsequently met the very fantasy being they were imagining...[/i]

"It is natural for such thoughtform beings to be eccentric, extroverted and capable of unbelievable things... Thoughts are always a little wild, after all. Besides, it is a survival technique for them. They crave attention; if ignored, they'd fade and vanish."

[i]Besides, our deepest thoughts sometimes reflect the suppressed, the subconscious. Shadow aspect... A thoughtform would tend to be one's opposite...[/i] She glanced towards one of the gray fillies. 

"As you guess by now, these are not merely legends. Believe me when I say; I have had personal experience with the matter."

[hr]

...the alicorn filly woke up in the meadow, and the being from her dream was still there, something like a snake and a goat and a dragon at once. He reached towards her with a lion's paw, and Celestia screamed and ran. 

By the time she gathered the courage to come back, the being had gone away.

[hr]

"She's not possessed. She's not a ghost. What she [i]might[/i] become..." Celestia continued, "...is a lively little pony who is simply a little different from the others, and who loves her parents and her sisters. That will be all she will ever be... if you give her the family she wishes for. Believe me: such beings should [i]not[/i] be rejected when they want to be loved."

Igneous Rock left to confer with his family; Celestia looked out the window at the lively pink filly, and the desolate rocky landscape, and wondered if she'd made the right decision this time.