Now, you may think that the Elements of Harmony can defeat anything. But they can't. Some forms of magic are incompatible with theirs, and their wielders are unaffected.
Of course, ponies don't know that. This is because all of these threats have been dealt with before the ponies have the chance to know about them.
This is where Dylan comes in.
He deals with the problems before they're a threat to him, not for the safety of the world. He is immortal, after all, so if this universe ends he can just jump to the next one. But one day, he finds somepony that could help him get back to his home reality, and then promptly frees the most dangerous creature in existence by accident. Now he has to save this universe, or lose his ride home.
Sweetie Belle is oblivious to her nature, of course, but she does know that something weird is going on. She keeps getting weird dreams that she can't quite remember - except for one face that recurs in all of them. She confides in her mentor, Twilight, who thinks that Celestia is hiding something from her, and that this is something far more sinister than just bad dreams.
Silver Spoon was doing her daily business of juggling parental abuse from her mother with trying to make friends with ponies that she had bullied for years, when this strange creature made her into a zombie! Kinda. And apparently, she was now one of the only ponies who could save the universe from an immensely powerful demon.
It really felt like life hated her.
Now these three have to defeat the greatest threat to ponykind in history, alone. After all, the fate of the universe hangs in the balance, and they kinda need that. Like, really need that.

Cover art by my sister Indigo AKA Beautyfur on deviantart can be downloaded in a larger size here: Full Size image

Gore rating is just as a caution - it probably won't be too bad. Probably.