My prediction for this changeling would be ether the cmc, Fluttershy, or Twilight episode. One of them would try to convince the town people that not all changeling aren't evils. The Changeling would suffered some kind of an identity crisis believing what he is not because he was raise by flutterponies making him believe he is a flutterponies. We will also learn about the changeling lore and history.

Personally, I think he was a gag. This episode was focused on background characters, not necessarily bringing in more primary characters.

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But why a gag as one changling

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I really don't think they would decided leave it as a gag pulse it a predictions which is leave it as a guess what would happen. Pluse we don't this guy work go to waste.

4476185 How would a Pinkie Pie Episode go with this? she was communicating with one at the wedding at Canterlot.
Learning their History and Lore would be fascinating, should go well with previous examples of the show.
We have seen several episodes focused on Lore and History before.

4476515 They were, as you said, bringing several Back Ground characters to the fore, thus developing them further then they could in any other stance, further then their place commonly permits.
The problem with Changelings in this case is that they never showed up as individuals. They acted roles in a group.

4478270 From the perspective, how about a Fan Pandering?
Even if one may say that they easily explained another problem with a Pony who apparently had two official names. Now the case could be said to be closed, since it is explained?

4480988 "Good Dragons does Bad things under Bad leadership", goes for this case too.
They follow the Queen, even when she is obvioulsy out on the bad mission.
Even if the latest case where changelings were seen in the show could be questioned, since this was in a Dream, but still, there are now Three episodes where they have been sighted.

If they continue to care about the viewers, they will have to make them part of the show.
Question is just where and when. Just as goes for numerous characters, groups and species.