I've had several, though I don't remember them all, but here's a few I remember (just the pony parts, and a couple were written down).
This probably relates to the actual show the least, and it was more of a cameo, but at one point there was a spacecraft, and a recolored Mane 6 go out for a spacewalk. Upon returning to the ship, recolor-Pinkie fails to put a glass dome back on the exit port (Why a glass dome?) and the space vacuum, working in reverse, sucks her back into the spaceship. This is followed up by a Source Engine recolor-Twilight saying "I hope you're okay." in some sort of mixed British / American-Southern accent. (She also was holding a walkie-talkie that said "Connection Lost. Lost Connection to the Internet." before the SFM Twi spoke.)
In this one, I was having dinner with my parents, some other ponies, and the Mane 6 (the M6 were all young fillies though). Flutters and Dashie end up leaving the table for some unknown reason, and Flutters returns, but apparently Dashie had been foalnapped. In a later part of the dream I'm running around trying to get the Mane 6 to a secure location so they didn't have to see a rather gruesome incident that was imminent at the time in the dream.
This one is rather simple, I remember talking with my mother, which was who she looked like, but for some reason I also had knowledge that she was both my mother and Princess Celestia at the same time.
Now for something rather broad: Whenever I'm a pony in my dreams.
This is a rather strange thing, as I have been a pony in my dreams, but not once have I been my ponysa, or any OC of mine for that matter; I've always been Twilight Sparkle (whenever I'm a pony). I don't know how or why, but it's always the case, with the first incident I remember, was me not actually a pony, but rather me as my human self just wearing the same clothes that Twilight wore in EQG (which was very strange considering I'm a guy). After that, I've had numerous incidents of being a pony in my dreams, and each time, I'm always Twilight Sparkle, or as what sometimes happens: me being both myself and Twilight at the same time, regardless of which species I am. So I wonder now, if this recurring condition means anything, and if it does, what?