Well, I'm sure we've seen something about episode 24 in season 8 with a Dragon claiming to be Spike's father, which I really hope it doesn't end up really hurting Spike's feelings. My headcanon is Spike's mom and his aunt were raised by a pony couple who found them on their doorstep as a hatchling (Spike's mom) and an egg (Spike's aunt), left by their real parents who just couldn't properly take care of them for whatever reason. Anyways, they both grow up; one day, Spike's mom is being picked on by some childhood bullies, and a teenaged size male dragon shows up and scares the bullies off. Spike's mom kinda develops a crush instantly; long story short, Spike's mom asks his dad out, they both teach each other a lot about how they were raised, with Spike's dad giving up a few Dragon customs just to please his mom, and his mom, and aunt, learn a little bit about what it really means to be dragons, and his parents marry a bit after. But a little while after his Mom lays his egg, both his parents are killed by a monstrous dragon, and the town they lived in is never the same after that.