I was chatting with a friend recently about their first avatar, and ended with the conclusion that Fluttershy was their first favorite pony. Coincidentally, so was mine (wait for it), which made me think...what is the first thing that most of us look for in a favorite pony, and what do we value more? When I first started the show, Fluttershy was my favorite because she was the kindest of them all and was adorable and sweet (Coco's a little similar to her). Heck, even Discord couldn't corrupt her without poking her head to let the magic happen.
But eventually, we learn more about other characters and realize there's more to a favorite pony than who's the most kind, and so we probably go through some phases in which we have a different pony as our favorite for a certain period of time. I've definitely grown fond of Pinkie Pie with her energetic, bouncy, crazy antics..gah!
How about you? Unfortunately I limited the choices to the mane 6 and Princess Celestia since we see these characters the most and so it's unlikely that you were to like a different pony at first besides these folks. And Spike is not a pony...buuut, I think I'll throw him in there anyways.