Derpy's never had her family over to Ponyville before, and no one has ever seen them or heard her talk about them before. But when her friends start to notice that she seems really nervous and, they confront her and find out that she's worried about how everyone will react when they see them.
In an attempt to reassure her, they wind up finding an orphan lost wandering the roads. The fact there's no room in the orphanage means Derpy has to house him until they can find room anywhere else. Derpy becomes more distraught when she starts to fall in love with the orphan just before her family is supposed to arrive.
Then, chaos... complete and utter, unimaginable chaos.

When Applejack's son surprises her by asking if he was a mistake, it's up to Applejack to console him and find out how he got the horrible thought into his head. The situation becomes more complex the deeper into it she delves.