Whether your like them more as holey black bugs or vibrant shiny beetles, the changelings are surrounded by mystery and have a rich potential for all kinds of lore. We know almost nothing about their culture, they've behaved as parasitic vampires of an emotion for who knows how long which is a very interesting concept in a land where magic is commonplace, and now have evolved into fairy-esque elf bugs who have all kinds of potential for new unique magic as well.

What headcanons do you have regarding changelings? Whether serious culture concepts or silly little things like how they behave, share them here!

I think the Chrysalis made a sort of Cult of Personality around herself.

The black stone is what turned the ponies who discovered it and built their city around it into Changelings. I also think that Changeling's physicial energy and life force is tied to their special magic. I also think that Changelings grow much like insects, and can live indefinatly as long as they have love.
I also wonder if Changelings can thrive on other emotional energy.

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My headcanon? I'm still working on it, but I've got three particular bits that stand out at the moment.

1) I've always figured that non-corrupted changelings would be brightly-colored, and have written them so. I see 'Darklings' such as Chryssi and the Wedding Snatchers as being tainted, as though infected by something on the order of the 'Nightmare' side of Nightmare Moon.

2) Changelings and their descendants are the only intelligent species native to the world in which Equestria resides. All of the others were brought in from the outside to help combat the things of which Nightmare Moon was a representative.

3) All the stories about the first 'half-changeling' pony? Missed it by several millennia. In the 'verse I'm working on, although it's not widely known by either side, Ponykind as a whole is descended from the changelings - by way of Changeling/Saddle Arabian crossbreeding.

From the Saddle Arabian side, the ponies got their basic body form, their immutability of form (why they can't shift between tribes), part of their coloration (the whites, grays, browns, and blacks in their hides and manes/tails), and a few genetic quirks that pop up on occasion.

From the Changeling side, the ponies got their ability to use magic, their tribal nature (that is, unicorns, pegasi*, and flutterponies all gain their horns/wings by descent from the changelings). They also got their more compact size, the rest of their bright and pastel colors (as in this image), and the one last vestige of their ancestral changeling magic - their cutie marks.

*Pegasi are the result of one of those genetic quirks mentioned earlier - the original Pegasos was ancestral to some of the Saddle Arabians that were called into Equestria, and the feather-winged gene complex in his direct descendants is dominant over the lace-winged gene complex inherited from the changelings.