Born In Alternate version of Equestira. This version Magic is dieing , unicorn birthrate has dropped from about 1:1:1 to around 1 unicorn for every 30,000 non-unicorn pony. Taking place over the course 500 years. (for a ruff time line: 30 years post show Luna, Twilight, Celestia and the Elements vanish for an unknown reason, Giving way for the Equines Republic of Equestira(ERE). 60 years post show, Cadance pulled the crystal empire from time ones more. ~200 years post show Discord is found turned back to stone in an unnamed forest.) Crime is at it's highest in nearly 200 years. Homeless and Unemployment is on a sharp rise. Alicorns are nothing but a myth at this point(Hey in Fallout Equestria, it too only 200, if you want more canon example....Luna).
Formed in the Astral Plain, Twilight used The elements as a frame work for her,Luna,and Celestia's magic and part of their life force to make her. Mary was "Born", And was sent back back to equestira in a hope she could help protect it from the darkness that was descending on the land. She was placed where the outskirts of what was once ponyville, now a few houses barley cleaning to life, Via A large rip in SpaceTime(See "Do princess Dream of magic sheep", like that one).She was picked up be one of the Town's folk and brought to ponyville. There the town met(All of around 20 ponies), and decided that giving her over to the ERE would end badly(Letting you decide that one),They choose to raise her in secret.
Although she tries her best to behave, She is naive to the horrors of the world and curious to the point of insanity. She has a kind nature, and tries to help the ponies of ponyville. She likes life, cute animals, Stories about the elements of harmony, Bananas, the night sky, and books. She dislikes Bullies, The color yellow, peas and when things don't go to plan.
Due to the nature of her creation she doesn't have a true cutie mark, Her cutie mark is a reflection of the "true" Alicorns. She has to hid her cutie mark with make-up to appear as a black flank.
Kinda of a fitting song for her: www.youtube.com/watch?v=ZW25nr…