So one thing I've heard is that when it comes to avoiding making your OC look like a Mary Sue (or a Gary Stu in my case) you need to introduce points of conflict as well as potentially characters that don't like/agree with them. However I have one problem.

In my story the OC is NOT the main character. He is a major character but the story is mostly focused on a background pony who is in love with this character and her struggles in expressing her love for him. So, how do I avoid making my OC a Gary Stu while still keeping the focus on the actual main character?

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GIVE THEM FLAWS.

Flaws make a character relatable. Flaws make them human. Flaws make them not a Gary Stu.

Give them flaws.

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Plenty of personality make them interesting. Quirks, fears, goals, hobbies things like that

Also conflict in backstory. Show that Gary didn't just appear out of nowhere, that he has family who may not approve of him dating certain people. Or an ex-girlfriend might be around to gab about Gary's terrible table manners and how he always loads the dishwasher the wrong way, or leaves dirty dishes in the sink.

Background information is what takes a 1 dimensional Gary Stu and turns him into a 3 dimensional Gerry Stewart, who hates cinnamon and humid days and dangit would it kill those bird brained weather ponys to give us at least some shade over the park?

6479703 I do have one flaw, however I'm not sure being shy is terribly original. Might have to find something else to add.

6479830 I have a few ideas, however one of the main issues is trying to think of ways to reveal this information to the reader (I'm sure flashbacks can get extremely trying for the reader). So what are good ways to reveal this information that the Main Character would have learned prior to the events of the story?

6479922 Well, he is a different "species" from the main character and from a location that would be alien (and before you ask, no this isn't a Human in Equestria fic) to most Equestrians.

that he has family who may not approve of him dating certain people

What if it isn't so much his family as it might be some ponies that may not be fond of him.

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Okay here what you do have characters talk to the oc and through those conversations reveal some information