Thanks everyone for your input. Yes, it is possible that it is one of the pony's hairs, but it is hard to tell. I'll take her out in the daylight in a little while to see if I can tell.
I have no immediate plans to sell her. Who knows what the future holds...I'll never say never, because who knows, maybe 10 years after her production line ends, she might become sought-after and I'll decide she is worth less to me on my shelf than her value would be in my pocket, but for now, I just bought her to enjoy in my collection. I don't think I'll bother to return her despite the hair and damaged packaging; I didn't pay that much for her, and it will be more trouble going out of my way to the post office than it's worth. It's just disappointing. I'll probably just end up opening her at some point. Maybe I'll buy another one on Ebay someday...not Amazon again, though.
Post Merge: September 30, 2020, 11:14:16 AMFor collectibles that are intended to be displayed in box, the vast majority tend to remain in box, so the loose vs in box value isn't as different as, say, a popular kids toy. Look at MLP vs Star Trek toys from the late 80s/early 90s. MLP in box are $100+ while Star Trek are around $10+ even though they sold for around the same price point at the time. MLP are much easier to find loose than in box, so there's a wide gap in value. The modern boxed anniversary G1s are aimed at nostalgic adults so they will most likely tend toward Star Trek's pitiful pricepoint rather than G1 MLP's pricepoint as far as new in box.
Interesting point! I never thought of it that way. Yes, I would imagine a good portion of BF ponies will remain in the box, especially this particular pony, so its value probably won't be too different either way.