I remember my first pony! It was Glory. Mom came home from the store one night, and in a big paper bag I found Glory and Bumblebee, the Transformer. I don't know if Mom wanted to save her for something special or if she just felt rich that night- we didn't have a lot of money either. I had Glory for years, I took her everywhere, even after I grew up. I have lots of pictures of her from college and the years since, until one camping trip that Glory didn't come back from.
I still don't know where Glory is, but I like to think she is off having adventures, rescuing old toys that need to be rescued (maybe helping the Blue Fairy of Velveteen Rabbit fame?). She's dragging one of my friends' lanterns with her, that got lost the same trip. But that was when I decided a different pony would go along on each vacation or adventure. Now I have lots more ponies that have had adventures!