What would you do if you saw something in the sky that wasn't normally there? Most people would probably ignore it, go about their lives as usual. You are no ordinary person though, are you? No, the curiosity nags at you, ever blinking and twirling up in the sky. Perhaps you'd ask a friend, point it out to them?
And what happens when they don't see what you see?
You might, reasonably, think they simply don't see what you do. You might, also reasonably, start asking a few of your other friends what they think about it.
Say, perhaps, you do all of this, but the thing in the sky only seems to appear to you. Is someone else in on a prank? Are you being punked? Punished, perhaps?
Maybe you're losing your mind? It's not like you'd know for sure...
Would you?
This story takes place before Twilight becomes an alicorn, and after Discord's rehabilitation.