Part One: The dream.
Pinkie Pie is the luckiest pony alive.
She has a good home, the job of her dreams, and best of all lots and lots of friends.
She even has a special ability! That is, she has many special abilities, but one in particular is relevant for this story. She has dreams that come true!
Some mornings Pinkie will wake up with a feeling that something great is going to happen. Although she cannot know the exact nature of what is going to happen, for the dream is hidden behind that veil that separates the wake mind from that of the realm of dream, she will, during all of that day, have callbacks and strong cases of déjà vu to lead her through what she must do to make the dream come true.
This has given her a reputation as something like the town weirdo, as she will often do things like throwing somepony a party or starting a random singing parade through town for no other reason than 'it seemed like a good time for it'. Most ponies have accepted Pinkies eccentricity and are often more than happy to indulge in her whims, so Pinkie is all in all a weary popular pony, despite, or perhaps because of, her strange and random behavior.
But one day Pinkie woke with a feeling beyond anything she had experienced from a dream before. Usually the dreams would make her wake up smiling, and maybe humming a little tune while preparing herself for the day, but this time she could not help herself from bouncing all around her bedchamber with pure excitement.
The immense feeling of joy slowly fading from her mind was like an echo of what she had felt that day in her childhood when she had seen a sonic rainboom and been inspired to throw her first party. But what could possibly happen today that could make her feel anything equal to that? She tried her best to recall any clue of the dream's contents, but the more she tried the fainter it became, until she had nothing but the memory of having the memory as proof that the dream ever existed at all.
Pinkie went outside to get some air and clear her thoughts. The dream had reminded her of her first party; that was the day she had earned her cutie-mark, by finding her true self and what she was meant to do with her life. Maybe today she was meant to find something else?
But what could she possibly find that would make her that happy? Her favorite thing to find, that she could think of, was new friends; but even though that made her very happy, she still find one every few weeks or so, and she had yet to experience the kind of joy her dream had led her to expect.
Maybe she was supposed to find a treasure? Like a real historical treasure that all of ponykind would gape at, and then she'd be famous and ponies all over Equestria would be throwing parties for her! But wherever should she start such a search? Duh! In the library of course!
It was still rather early in the morning, but Pinkie knew Twilight, the town librarian and one of Pinkies best friends, would be up early to get started on her daily reading. She had barely finished beating her happy little door-beat when the door knob was enveloped by a purple, sparkly glow of unicorn magic and the door swung inwards.
“Hello Pinkie Pie! Come in, I'll be with you in a minute.” Twilight said cheerfully without taking her eyes off the pile of books she was sorting through. After a bit more than a minute she lifted three of the books and put them on a table and floated the rest over to Spike, her baby dragon assistant, for shelving, then turned o Pinkie, who had been patiently watching her the whole time. “So, what can I help you with?”
“I was just wondering, do you know of any lost treasures in Equestria?”
“Excuse me?” Twilight said giving Pinkie a confused look.
“Lost treasures,” Pinkie Pie repeated. “You know, like lost cities, sunken ships full of gold, magical artifacts. Things that nopony knows where are, but would be really exiting to find!”
“Pinkie, you must realize a large portion of those are only ponies' tales. The city of Atlantis, Captain Treehoof's lost treasure, the Holy Saddle and all the others are not real!”
“But everypony was saying that same thing about the Elements of Harmony,” Pinkie insisted. “And we found them, didn't we?”
Twilight could not hold back a heavy sigh at Pinkies persistence, but she calmed down and explained the best she could.
“The Elements are an important part of Equestrian history. I knew they were real because I knew Princess Celestia had used them to defeat her sister. Except the princesses, nopony knows more about Equestria's history than me, and I know there is no reason to believe any of these stories are true, because there is no record of anypony in the stories to have ever lived.”
“But I know for sure that there is at least one grand treasure out there waiting for me to find it!” Pinkie said, “Can't you think of any story that just might be true? Only the tiniest little possibility will do!”
“Well... There is one...” Twilight admitted reluctantly “It is a very old legend, and nopony knows who started it or where it's from. It's about the origin of the alicorns. We know the historical facts of the founding of Equestria. The three pony tribes, the unicorns, the earth ponies and the pegasi, was at war against each other; until a blizzard trapped them inside an icy cave and they had to cooperate to stay alive. The act of working together made them realize how alike they really where and they discovered the magic of friendship for the first time. This new found magic stopped the blizzard and made Equestria a fertile, habitable land for all ponies, and soon the ponies of all three tribes joined together in one nation under the benevolent rule of princess Celestia, the very same princess who rules beside her sister to this day. Now the big question, the question this myth tries to answer, is: where did princess Celestia come from?
“According to the legend the first outburst from the horn of Clover the Clever when the magic of friendship was discovered left a magical presence in the cave. The ponies considered the cave holy, and did not enter it, so nopony knows exactly what that means, but legend tells the cave itself became a living magical thing, that would provide Equestria with what she needs. In the beginning she needed a good ruler that could represent all the three tribes, so it created Celestia, a pony who was neither a unicorn, an earth pony or a pegasus, but at the same time represented all three. Then she needed someone to provide power of balance and share the heavy burden with Celestia, so the cave created Princess Luna. The myth is obviously too old to mention princess Cadance, but the believers claims that when Luna's return drew nigh, the cave created princess Cadence, an alicorn with the ability to restore love between fighting ponies, to be there and stop any future disagreements between the princesses before their fighting became a treat to other ponies.
“Of course I asked Celestia about this legend when I first read it, but she had no answer. According to her she simply arrived in Equestria with the will and knowledge to rule, but with no memory of where she was from. The same is true about Luna and Cadence. Nopony has ever found the cave, and no historical record gives any hints of its location. The founding of Equestria was more than four thousand years ago; the borders have changed many times in those years and even caves changes with time. There is no way to know where the cave is, or even where to start looking, but there you have what you asked for, a treasure that might be real, but that nopony has found.”
Pinkie was polite enough to stand still and listen while Twilight was speaking, but the exact moment she finished Pinkie was all over the place; bouncing, cheering, singing she even gave Spike and Twilight a tight group hug, making Spike drop a pile of books to the floor.
This had to be it! Pinkie could feel it with her entire body! She was so excited she could not think straight, but after a few minutes of wild celebration, and then a few moments of lying on her back to catch her breath she was back in business.
“So, Twilight, where should I start looking?”
Twilight tried her best not to look annoyed, but it was not easy “Did you hear anything of what I said? The cave can be anywhere in or outside of Equestria! If it even still exists, or existed at all!”
“Yes, yes, I heard that, but I know I can find it! I know it! I just need a little nudge in the right direction.” Pinkie pleaded, leaning towards Twilight and flapping her eyelids.
“Okay,” Twilight sighed, knowing it was useless to argue, “as I said, in any book, scroll or tablet I have ever read, no mention of the cave's location has been made, but I have not read every book, scroll and tablet in Equestria. I guess if anything should hold that kind of information it would be in the old castle in the Everfree forest. Nopony has been to that castle in almost a thousand years, except us when we recovered the Elements, and we didn't exactly go browsing in the library. I'm sure many unique books and scrolls are left behind in that castle even now. Of course nopony would be crazy enough to... Pinkie?”
But pinkie was no longer listening; she hugged Twilight and Spike one more time and was out the door. It was already approaching noon, and Pinkie had much to do.