You go on about your business. Just because magical ponies showed up doesn't get you off the hook for responsibilities, right? At least until you start getting news. Over your computer, or perhaps some people talking about it while you're trying to be productive. In either event, it becomes clearer by the passing hour that the pony was seen by more than just you. In fact, you hear everyone's looking for it, though the police are instructing people to stay inside and to not get involved.
Good thing you don't plan to follow that! Or maybe you do? If you do, the story ends here. You go on about life, and nothing magical occurs, except the normal magical things. But let's assume you're not, because that's far more fun.
You try to pay attention to what brought you outside of your house in the first place as best you can, but eventually you get to go home, and with it, the planning can begin in earnest. You have a pony to deal with, and you plan to be the one that wins where others are failing. But what will your winning strategy be? Flashing lights go past, alerting you to the fact that the cops are quite busy, which isn't that surprising.
If you try to lure the pony to your house, proceed to chapter 2A
If you set out on the hunt, proceed to chapter 2B