Names kinda vary from pony to pony. Like my pal Applejack's part of a framing family whose whole lifestyle involves apples, and all her relatives have apple-related names. Big Macintosh, Apple Bloom, Granny Smith...

But then you've got Fluttershy, who's just... well, shy. And Pinkie Pie's a bright pink pony, so I'd say her name's pretty straightforward.