I was thinking about this latley and came up with some ideas about how the five species of pony (earth, pegasus, unicorn, alicorn, changeling) evolved.
For this, I will be using Darwin's theory of evolution. For those of you who do not know it, his theory states that animals with certain traits (such as better eysight, darker fur) are more likely to survive and reproduce, passing those traits onto their children.
My theory is that the original ponies were hornless and wingless and slighty weaker than Earth ponies. They had bright colors as a way to attract mates. Their cutie marks alreadt existed, probably simply due to the high levels of magic in Equestria/the pony's planet.
One day, some sort of disaster (drought, a new predator, flooding, earthquakes, tempature change) made their land unsuitable. They divided up into at least three herds and wandered elsewhere. I say three herds because some of the herds may have simply died out.
One of the herds came to a place with lots of fast, flying carnivores. The fastest ones survived. Some of the ponies mated with winged creatures, maybe a gryffon, (pony genetics may work differently, so it is possible) and those new, winged ponies survived and had winged children.
Another herdcame upon a rough landscape with little food. The tougher ones survived and found a way to farm the rough land. These ponies grew strong and became excellent with the Earth.
The third and final surviving group came upon a land with some sort of radioactivity or magic in it. Some of the ponies were born with physic powers. Obviously, these ponies were better at surviving. They could do things like pick up food high up on trees. Some of these ponies developed a whole new center of their brain. Over the generations, this new center extended as a horn.
The alicorns are pretty simple. A bunch of unicorns came together and thought "Hey, wouldn't it be awesome if we gave a pony strength, wings, and epic magic?" That's about it.
The changelings are evn more simple. Some pony turned into some other pony so she could be loved. Eventually she was corupted and banished, but not before she turned other ponies into her little demon children.
So I guess that's it. If you want my opinion on anything else like this, feel free to ask.