It occurs to me that I would have to write how Harry ended up in Equestria... So...
He'd been so miserable. So alone. Starving and trapped. He'd wished with all his might, all of his soul, to be somewhere. Anywhere!
Somewhere he could be loved! Even for a moment!
Then... Something happened. Reality had expanded and then shrunk... And he'd ended up in this strange, cobbled together town. Run by monsters. Talking cats in clothes, part horse, part eagle creatures.
Harry himself... He had changed, too. He couldn't walk, except on all fours. He had wings and a horn.
And he was no better off. He was kept in a cold iron cage, as his captors leered and jeered at him. He backed himself up into a tiny ball, shaking. He was so confused, so scared...
"Heh! Who knew we'd find an alicorn foal out here?" One of the creatures laughed. It rattled the cage, and Harry hid himself behind his wings.
"Must be Celestia's sprog," another snickered, "one of her bastards, maybe. Oh well... She'll pay handsomely fer 'im to be kept in one piece! She'll be gettin' the letter soon!"
The tallest and roughest of the creatures stared in disbelief at his subordinate.
"Wha-You sent the letter?! Where from?!"
"One o' our middle mares, o' course," the outlaw scoffed, "I'm not stupid! I included pictures o' the little tyke, and some o' his fur! Just so she'd know we were serious!"
"Oh," the leader said with a nod, "heh. I was afraid fer a second. Yeah, she moves the sun and moon but she's old, and weak, and-"
Something bright and fiery smashed through the ceiling, and everything around Harry's cage burst into flames. The outlaws turned and screamed. Harry looked up, his eyes going wide and jaw falling to the bottom of his cage.
A winged white horse stood there, tall and powerful. She had a horn in the center of her head, and her mane and eyes burned like fire. Despite the flames around him, neither his captors nor Harry were burning alive. Harry didn't even feel that uncomfortable-Like the flames were warm and kind, but only for him.
"Hello," the horse spoke in a stern female voice, "I believe you are holding one of my ponies hostage. Is that correct?"
"W-W-We," the leader babbled, but a look from the horse made him whimper and cower like Harry had been for the last few days.
"You're very lucky I'm not Luna," the horse stated, "she wouldn't have bothered with announcing herself. She would have killed you all in the most horrifying, painful ways she could imagine, in ways you couldn't see coming. And spoiler warning: She was very creative. Me?"
The horse grinned and her flames burned white hot.
"I'm going to give you fifteen seconds make a choice. Either you hoof over my foal, and then run to the far ends of the planet where you will think long and hard about your lives. Or... I take my foal... And leave you and your entire city as a pile of ash."
The horse's eyes burned into the cowering captors.
"Ten seconds."
In a flash, Harry was out of his cage and being held out by the outlaw leader to the furious horse.
"H-H-Here you are, your royal majesty! Highness! God-Empress!" The leader babbled. Harry felt warm tingles, as he floated in front of the horse. He turned to her in some fear.
Her eyes stopped glowing. Her mane, waving like an out of control wildfire, subsided into a beautiful aurora-like banner. Her eyes became pink, and gentle.
"I'm sorry I scared you, little one," she said softly. There was another flash of gold, and in an instant they were far away. A mountain, covered in waterfalls. A beautiful white and red city straddled the cliffs of the mountain, as the first hint of sunshine began to eke up over the horizon.
The horse set the tiny Harry down. He looked up, trembling. She knelt down, making herself small, looking him right in the eyes as she smiled.
"I'm Celestia... What's your name?" She asked.
"H-Harry," he managed, "Harry Potter..."
Celestia frowned.
"Do you know who your parents are, little Harry?"
Harry shook his head. He looked down at the grassy ground. He was so lost, so confused.
"No. They're dead," he mumbled, "I'm lost... I don't know where I am... Or-Or what I am..."
Aside from a freak, a Dursley-sounding voice in his head taunted.
Celestia nodded, sympathy in her eyes.
"Is it okay if you stay with me then, until we figure it out?" She asked softly.
Harry looked up at her, startled.
"You... You'd look after me?" He asked quietly. "You... You'd want me?
Celestia smiled warmly.
"You need help. And I want to help you," she said.
"But... But why help me?" Harry whispered.
Celestia smiled gently.
"Because it's the right thing to do... And you need help," she said softly.
Harry sniffled. He was crying. He thought he'd stopped crying over everything...
Celestia rested her wings around him, and hugged him tightly. He held on dearly. He'd never been hugged before. Not that he could remember.
"It's going to be all right, I promise," Celestia murmured,
And for the first time in his life, Harry believed an adult when they said that.