Well, first of all, there's a lot to know about the MLP world. I probably can't list every last detail, so I'm going to try to write a general guide.
Also, I'm counting the comics as canon on subjects that the show itself gives little or no information.
Different races
Each race has it's own charactaristics. Unicorns have magic, pegasi have flight, and earth ponies have a deep connection with nature.
Earth ponies:
Earth ponies are the most common race in Equestria.
These ponies are strong ponies, capable of pulling heavy carts, lifting heavy stuff, running for miles, etc. Not every earth pony is super muscly, but the average earth pony is still way stronger than your average unicorn.
Earth ponies also have been shown to have increased stamina. They'll keep going for far longer than any other race.
It also seems that earth ponies have more fine movement skills than the other races. Some of them can (for example,) use their tail as a fifth limb to pick up objects, or to swing a lasso around.
They can have all sorts of talents, not only ones related to crops or physical strength.
They live (from what I could gather,) pretty much everywhere. There are some settler ponies who live in Appleloosa, a small town out in the desert. They are pretty important for society, as they provide all the food for the rest of Equestria.
Pegasi:
Pegasi are strong as well, but their strength lies in their wings. They're more focused on speed and agility, more than pure strength, like the earth ponies. They have a special kind of passive magic that allows them walk on clouds and manipulate the weather.
They also can use their wings as some sort of arms, using it to carry items.
Pegasi are in charge of the weather. They schedule what the weather is going to be, and they make sure that the weather doesn't get out of control.
Most pegasi live in Cloudsdale, which is a big city in the clouds. There are of course pegasi who live in other towns as well, but Cloudsdale is the city with the most pegasi.
They also have a weather factory, where they make clouds, snow, rainbows, and other things. They get their supply of water from local lakes, which they pump up with a massive tornado. They make that tornado with a lot of pegasi who fly around in a circle, which creates a large current of air.
Unicorns:
Unicorns are mostly made up of academics and aristocrats. What sets these ponies apart is their mastery over magic.
They're not that strong, but they can make up for it with magic and smartness. Most of the time they have only a little magic, magic that matches their special talent. However, some ponies's special talent is magic, and those ponies have some pretty powerful magic. They're able to levitate many objects at the same time, or cast complicated spells.
Whenever a unicorn casts magic, their horn glows in a colour which usually matches either the colour of their eyes, or the most prominent colour of their cutiemark.
Unicorn magic is quite complicated, so I'm not going to explain everything about it.
Most of pony nobility consists of unicorns.
Unicorns live all over Equestria, but mostly in big cities. Canterlot is the biggest city, and is also mostly populated by Unicorns.
Alicorns:
These ponies are very rare, and are incredibly powerful. Alicorns are automatically royalty.
Alicorns have the best of all three races, and they even have their own type of magic, "Alicorn magic". We don't really know how it works, but it's apparently limited to Alicorns.
There are at the moment only 5 known alicorns, and they all seem to posses powerful magic.
It has been proven that the raw magic of 4 alicorns roughly matches all the other magic in Equestria.
Growing up
How ponies grow up depends on their race and where they were born. Unicorns from Canterlot are going to have a totally different background than pegasi from cloudsdale, for example.
But one thing all ponies go through when growing up is getting a cutiemark.
Getting a cutiemark:
Getting a cutiemark is a thing every pony goes through when growing up.
A cutiemark is a mark on a pony's flank that represents a pony's special talent or destiny. For example, if someone's special talent is cutting hair, then their cutiemark would maybe be a pair of scissors.
Getting a cutiemark means finding who you truly are. Finding out what your special talent is, what sets you apart from the rest. Usually something special happens to make the pony realize what their special talent is.
Pony society
The 3 races work together to keep society going properly. The earth ponies provide food, and do a lot of jobs.
Pegasi control the weather, and make sure the earth ponies can actually grow crops. They also do jobs with air transportation, as they are the only ones that can fly.
Unicorns do jobs that the other 2 races can't do, and are generally intellectual ponies.
They pay with Bits, small golden coins.
Places
There are a few important places to know, so here is a list of those:
Griffonstone: A kingdom to the east of Equestria that's populated by griffons. Griffons are half-lion, half-eagle, and their greed for money and gold rivals that of dragons. They used to be very rich, but they lost their wealth, and now live in poverty. Yakyakistan: It's a country with a lot of yaks. It's in the far north. Not much is known about them, but they seem to be not very smart. Saddle Arabia: Country far away. Everfree Forest: A forest located next to Ponyville. It houses mysterious creatures, like Timberwolves and the Ursa Major. Ponies are generally scared to go there. Zecora lives here. Ponyville: Town where all three races live in unison. Also the home of the Mane 6 and Twilight's castle. Canterlot: The capital of Equestria. Celestia and Luna live here. Most of the rich ponies of Equestria live here. Cloudsdale: Large city in the clouds. Only Pegasi live here, as other ponies can't stand on clouds. Manehatten: Large city. Appleloosa: Hometown of Applejack's cousin. It's in the middle of the desert, with apple orchard as main food source. Tartarus: A place where evil creatures are banished to.
Important ponies
There are some important ponies you might want to know about, here's a list:
Royalty (Present) Twilight: Princess of Friendship and former wielder of an Element of Harmony. Former student of Celestia. Princess Celestia: Alicorn that raises the Sun, and is the closest you can get to the ruler of Equestria. Princess Luna: Celestia's sister, Raises the Moon. Appears less at social events, unlike her sister, but chooses a more personal approach towards citizens. Can also control dreams, and appear in them. Princess Cadance: Princess of Love, and ruler of the Crystal Empire. Married to Shining Armor. Shining Armor: Twilight's brother. Former head of the Royal Guard. Prince Blueblood: Celestia's nephew. His family link to Celestia and Luna is far (Roughly 50 times) removed. He's really self-centered.
[*]Important ponies (Present)
Mane 6 (Twilight and co.): former wielders of Elements of Harmony. Now wielders of the "rainbow power" from the Tree of Harmony. Sunburst: Former student of Celestia. Has much knowledge about magic, but isn't able to use it all. Lives in the Crystal Empire.
[*]Royalty (Past)
Note, some of these aren't actually royalty, but I count them anyway as they were the leaders of their people. Princess Platinum: Leader of the Unicorn Tribe before Equestria's founding. Chancellor Puddinghead: Leader of the Earth Pony Tribe before Equestria's founding. Commander Hurricane: Leader of the Pegasus Tribe before Equestria's founding.
[*]Important ponies (Past)
Star Swirl the Bearded: A powerful unicorn, that created over 200 hundred spells, and is "the most important conjurer of the pre-classical era". He even created time-travel spells. He disappeared without a trace one day. He lived before Equestria was founded in the Unicorn Tribe. Clover the Clever: Princess Platinum's adviser. Student of Star Swirl the Bearded. Smart Cookie: Chancellor Puddinghead's adviser. Private Pansy: Commander Hurricane's subordinate.
[*]Villains (Defeated)
Chrysalis: Queen of the changelings. Tried to take over Equestria, but failed. Unlike the other villains, Chrysalis doesn't seem to be that powerful. She instead uses deceit and disguises and strategy to conquer enemies. King Sombra: Ruled the Crystal Kingdom for some time, enslaving all the crystal ponies that were there. He's apparently a "shadow pony". What that is, we don't know yet. Tirek: Mysterious creature that absorbes magic. He is able to strip the magic from every race of pony, which generally leaves them tired and unable to resist much. Pegasi can't fly, unicorns can't cast magic and earth ponies don't have their strength anymore. Sirens: Powerful beings who feed of negativity. They posses powerful mind-controlling singing. They were banished to the human world. Nightmare Moon: Luna who was corrupted by her envy. She felt that the night wasn't appreciated, so she refused to lower the moon. Celestia banished her to the moon for a thousand years with the Elements of Harmony. One thousand years later Nightmare Moon returns, and get's turned back into Luna by the Mane 6.
[*]Villains (Reformed)
Discord: Creature of chaos. Causes mayhem and weird stuff everywhere he goes. His morals are questionable, but he says he's reformed. Sunset Shimmer: Former student of Celestia. Stole the Element of Magic, and fled to the human world. Transformed into a demon, but was defeated by the Magic of Friendship. Now lives in the human world. Starlight Shimmer: Former student of Celestia. A powerful unicorn who founded "Our Town", a town where all ponies are equal. She has the ability to strip ponies of their cutiemarks. Now friends with the Mane 6 and Sunburst. Lives in Twilight's castle.
Important objects and things
Here's a list of important things that appear in MLP:FiM.
Tree of Harmony: A mysterious tree that brought the Elements of Harmony and the Friendship Castle. It seems to know when Equestria is in danger. Alicorn Amulet: A powerful amulet that grants the weilder great magical power, but corrupts the user. Used by Trixie one time. Elements of Harmony: Six Elements that, when wielded together, give great power. The six Elements are Laughter, Generosity, Loyalty, Kindness, Honesty and Magic. They are currently inside of the Tree of Harmony, keeping it healthy. They can be weilded by one person, if that person possesses all of the characteristics. The Cutie Map: A map that displays Equestria. It changes to accurately show what Equestria looks like. It originates from the Tree of Harmony. It shows the Mane 6 where to go and who has to go to solve a friendship problem. It's exact powers aren't known yet.
History
The history of Equestria is quite rich with things that have happened.
Here's a general line of things that have happened, in the order of them happening.
Equestria founded (See Hearth's Warming Eve)
Unknown timespan
Celestia and Luna rise to power
Unknown timespan
Discord rises to power Elements of Harmony found Discord defeated
Unknown timespan
Crystal Empire taken over by King Sombra King Sombra defeated / disappearance of Crystal Kingdom for 1000 years
About a year
Luna corrupted / appearance Nightmare Moon Luna banished to moon for 1000 years
1000 years
Nightmare Moon returns Elements of Harmony used by Twilight and friends to bring Luna back
Lore
Here are some stories from Equestrian lore.
Equestria's Founding:
Magic
Here are a few theories on how magic works:
Theory by MindPalace:
Festive days
Equestria has a lot of days where they celebrate something.
Here's a list of them, and where they came from, and what they mean to Equestria:
Hearth's Warming Eve:
A feast celebrating the founding of Equestria. It looks a lot like Christmas in the decorations that they use.
For origins, see Lore: Equestria's founding.
Every year the ponies of Equestria celebrate this day with a play of the events that happened. There are many plays all over the country, but the one in Canterlot is the biggest one.
Summer Sun Celebration:
This is a celebration that commemorates both the longest day in the year, the summer soltice, and the defeat of Nightmare Moon.
Nightmare Night:
A celebration where young ponies go around collecting candy, much like Halloween.
That pretty much sums it up.
They collect candy, and offer it to Nightmare Moon, so she won't eat them. Even though Nightmare Moon is no more, they still keep up the tradition, because it is fun.
If I'm missing anything, please tell me, I'll add it to the list.
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