Personal Fanon Ramblings

Just some ideas I like to imagine would be the case (you can probably thank Earthsong9405, Lopoddity, WanderingPegasus, a few other artists on dA, and Tiny Sapient Ungulates for some of them; others are of my own creation, or at least occurred to me independently of others with the same idea):

• Ponies (Equulussapiens equinus) are one of several species within a genus which diverged from the ancestors of true horses back around the Merychippus stage. As such: they have two "dewhooves" on each front foot (explaining how picking things up with hooves is a thing), to name just one of several ways in even a neutral-hued, blank-flanked earth pony (E. e. equinus, the type subspecies) would be visually distinct from a mini-horse. (The non-superficial differences are even more numerous.)
• The term "cutie mark" is the result of language drift. The proper term is "acuity mark," reflecting how it gives a pony a clue as to their path to self-actualization (with "acuity" being the technical term for a pony's individual talent).
• Similarly: "alicorn," in reference to the rare ponies with both wings and horns, is actually "aile-licorne," springing from some early self-underestimation. (The alternate term "cerapter" carries the same baggage.)
• Every aile-licorne leader has an elaborate title. (Princess Celestia, for example, would be "the Sovereign of Dawn and Noontide," while Twilight Sparkle would be "the Viceroy of Agapic Harmony.") None of them actually expect those titles to see any use, except possibly when they're being announced to foreign dignitaries for the first time.
• Aile-licornes are not immortal per se. They do, however, tend to longevity, vigor, and—barring accident or violence—death on their own terms; it's probably most accurate to say that they live as long as they want and/or need to.
• Ponies change names like characters from Always Coming Home (props to anyone who's read that), although there's no real cultural notion either that one should do so twice, or that one should do so only twice. (Please note that this is pretty much canon.)
• Unicorns (E. e. arcanis) are of the "classic" type: hooves, including the primary hooves in front, are cloven; fetlocks are tufted to varying degrees; tails are somewhere between those of a donkey (or mule, especially if they have recent earth pony or pegasus ancestry) and a lion (slightly elongated dock; skirt does not begin until between a quarter to half of the way down). Earth ponies or pegasi (E. e. pterippus) with unicorn ancestry occasionally have cloven (or at least incompletely syndactyl) hooves.
• Pegasi have feather tufts at their pasterns (these are called talaria), at the sides of their docks (these are called coverts), and occasionally elsewhere, as can ponies of other "breeds" with pegasus ancestry.
• The ponies that resemble pegasi with bat wings are called chiroptrals (E. e. pterippus, morpha nocturnalis). They are for the most part a pegasus "subtype," but are better adapted to nocturnal living (their night vision is spectacular, with light-sensitive eyes as a trade-off; they may also be capable of echolocation); their passive magic may also be slightly different.
• Mules look less interchangeable with donkeys (E. parasinus); their ears are shorter as per real life, they have a wider range of colors (albeit typically muted), and they have acuity marks. As per real life, most are sterile without magical intervention (as such, a sizable percentage of fertility spell specialists are unicorn mules).
• Lóngmǎ (E. e. igneus, morpha parapterippus) exist way up in the Peaks of Peril. They're basically to kirin (E. e. igneus, morpha pararcanis) what pegasi are to unicorns; they have the same growth patterns for their manes and tail skirts, the same cloven hooves, and the same osteoderms, but lack a horn and sport a pair of functional wings similar to those of a chiroptral. (No, I was not any too fond of the Them's Fighting Herds take on the concept.)
• Sleipnirs (E. e. saltator) exist in remote cold-climate areas (yeah, yeah; I know; A Kind of One trope). As a nod to their spiritual ancestor, they likely came to be when Discord (possibly with a few nasty twists from Cosmos) meddled with some earth ponies and pegasi in such a way as to permanently re-make them as something distinct from either. Aesthetic inspiration should come from Fjörd and Icelandic horses (stocky builds, fuzzy fetlocks, high frequency of dapples and dun factor, shaggy manes with a midtstol stripe; and yes, they do tölt and flugskeið). Eight legs; can't fly, but (tentative) can walk over water (including clouds), slow-fall (although I'm thinking that may require moving at a flugskeið, which is a rather grueling pace, in order to maintain), and leap rather impressively (a capriole is foal's play for them).
• Karkadanns (E. e. ferox)—distinct from unicorns, kirin, or abadas (E. hippotigris mystica)—exist in remote hot-climate areas. Triple hooves. Curved, ridged, and sometimes forked horn. Big ears that curl inward at the tips (imagine if a Marwari mare had a mule foal with a Péga jack, and you've got the basic idea). Prominent tusks (originally for digging up roots). Should typically have lean wiry builds like desert horses. Tend to be brindled or striped; the latter category ranges from "primitive" markings to zebra-striped, with innumerable variations on quagga (forequarters only), okapi (hindquarters only), wild ass (legs only) and other partially-striped patterns in-between (meaning that if anyone's familiar with Sue Dawe's fantasy zorse art, as exemplified by "Hanging Out in Horton Plaza" and "Thunderwing," from the '80s and '90s: yes, a karkadann could at least hypothetically have markings like that). Proud Warrior Race (think somewhere between Firebringer Trilogy unicorn and Warcraft orc); there are still herd feuds. (Can we say "friendship lessons waiting to happen," gentleponies?)