Pinkie Pies origin.

So in the cutie mark chronicles episode, it's always bugged my wife that Pinkie's family is all gray. We've come to the conclusion that Pinkie is actually the Cake's forbidden love child from their teenage years. They went into hiding during the pregnancy and then stork styled it to Pinkies "parents."

Backing this up with the Cakes way they put up with Pinkie. Her obsession for baked goods as well as her baking skills also points in the direction of being related.

Lastly, Pinkie PIE!? Close enough.