Symphony's father a donkey, her mother a horse, making her a mule. Mules are nearly all infertile with the slightest chance of being able to conceive a foal. For this reason, there are hardly any mules in Equestria. Sweet Symphony is one of few and school is a tough place where the different are shunned.
After being teased day in and day out, she can finally take it no more and decides to run away to find more of her kind to finally end the bullying.