My reaction would be extremely situational. The base reaction would be glee that ponies, and by concequence, Equestria actually exists. The factors and concequences are as follows:
1) Do I know this pony? If yes, then my reaction will only grow stronger.
2) What aleigience does said pony follow? If good or passive, then worry for their safety and try to help. If evil, like Sombra, try to get them to reform, but make sure they're helpless against me if at all possible. I give anyone a chance, regardless of previous reputation.
3) How hurt are they? the degree of damage will affect the degree of either horror or releif.
4) Can they go back to Equestria? If so, then beg to go with them. If not, then try to help them fit in with society as best I can. Even if it means hiding them from even my parrents (which knowing them, won't last long).
5) Is this pony one of my OCs? If yes, then the situation might turn awkward. Because I'd have to explain how I know about them. It's different for the Cannon ponies, since I didn't come up with them.
In the end, I guess, either way, I help them out and try to make a friend out of them. It wouldn't matter if it's Sombra, Chrysalis, Diamond Tiara, or Rainbow Freaking Dash, I'll help however I can.