This could be explored in the third season coming up this fall -
Note: Based on the 1984 MLP special which showed Applejack and Megan being saved by the Sea Ponies.
Twilight Sparkle and the gang are on an adventure for some reason or another. On the way, they come to a rope bridge. Fluttershy gets nervous when it's her turn to cross, and she falls. Applejack tries to help her, but she's dragged into the rapids with her. Once in the water, they are helped to shore by creatures that'd never seen before - Sea Ponies, which Twilight explains having read about in books before (like with Zecora being a zebra). The Sea Ponies also promise to come if Twilight and the others should ever need their help again.