Miraculously, first contact with aliens (extradimensional beings, really) went much smoother than expected. While humans have an unfair advantage in knowing much of our neighbors, however, much of Earth remains new and unknown to these beings. To stabilize relations, a team of the bravest heroes from their world have been sent to Earth.
While most humans have few or no problems with ponies... "incidents" are almost inevitable. To deal with these "incients", the ponies have been granted a security detail and their own personal bodyguard. These are the stories of the incidents ponies faced.