Well if that happenened, I'd of course be chosen as one of Celestia's prophets/councilers/apostles/groupies
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Mayans mistook the conquistadors for gods, because they never seen a man riding a horse before. Celestia = Quetzycotl (might not be spelled right, sue me)
Native Americans would relate the princesses to thier various culture myths. Ride the white buffalo.
Oppisition from the chruch would be strong. Pale horse of the apocalypse has come!
Pagans would do sumersaults. Monotheists would flip tables. Buddists would drink tea.
Industrial revolution might not happen, and technology would probably still progress, but in a much more paced way that didn't depend on mass production methods that screws with the environment.
If ponies came with Princesses, talk of pony invasion would spread and there would be trouble there.
Pony/human couplings would probably be a thing, dragging along all the possible contraversy into the mix.