Applejack's family was out of town, when something turned Applejack into a foal. Luckly for her, Fluttershy was around and wanted to help. So while she is a foal, she is under Fluttershy's control.
He was a king, he ruled The Crystal Empire with an iron hoof, they feared him, nopony dared to stand up to him. But even the darkest king have a soft spot, especially for a little filly in his blood.
Everyone has depression, often it is the quiet one, the one that smile and do anything to make other happy. They get on a mask and learn to hide it, Applejack is one of those ponies that have learned about the mask of happiness.