In the magical world of MLP, anypony can be any shape and any color, right? Nope. Throughout the show, we could easily tell the differences between a mare and a stallion: mares are smaller and have round snouts, while stallions are bigger and have sharp snouts. But those aren't the only differences.
We may have noticed that mostly bigger stallions have visible hooves. Why? It's obviously a genetic thing, but my theory is that they may either have shorter fur, or they're just so big that their coat doesn't fit them and so their hooves are exposed. Mares, on the other hand, never have visible hooves. They may be small enough that their hooves have no need to be exposed, or visible hooves depend on the pony's DNA (chromosomes).
Differences don't stop there. We all love a good pretty pink pony, but we rarely ever see pink stallions. I believe that that's because having a pink coat is extremely rare, just like how male calico or tortoiseshell cats are extremely rare. The closest to a pink stallion would be if they had a slightly lighter red coat or a warm pale coat. It may take years of breeding red or pale stallions with red, pale or pink mares to produce a pink stallion.
Examples of pink stallions include Andy Warhoof, Pink Drink, Rough Tumble (though he's more on the purple side), and Coloratura's Rocker.
One of if not the only mare with visible hooves is Zecora (who I headcanon is a transwoman).

Thanks for reading. Questions, suggestions or other feedback on these headcanons are appreciated.