Taken, 4

You idly nibble at your pony sister's neck hairs as you lay there, thinking. Something about this place is familiar but you can't put your hoof on it. It's not like you can't remember your time as a human, before you became a pony, but the memories are almost like a bad dream you just wish you could forget.
Bad loans, bad jobs, bad boyfriends, you never found that one place to truly belong. Except with the ponies. Coming home from being fired from yet another temp job, the ponies were your primary way of boosting your spirits. You started drawing them, posting the drawings on image boards and other places. Keeping some secret because they kept making you blush as you looked at them.
And then that fateful day happened where you found a parcel on your welcome mat. It was not that big a parcel, just big enough to hold in one hand. There was no sender address on it, just your name. And it was left on the welcome mat in front of your apartment door. Behind a secure door downstairs. Far from where mail would normally be left.
You wondered which of your neighbours could have put it there, but no-one came to mind. The family next door were hardly ever at home, it didn't smell like the incense which one of your other neighbours kept using in his apartment, and the apartment underneath your own had been empty for months now.
The question of the sender was even more complicated when you found a plush of your own pony OC in the package: Lavender, with her purple coat and yellow hairs. Her cutiemark being a budding flower from the species with the same name, the soft purple petals caught in the moment of sprouting to their full beauty.
You remember carefully scooping the plush from its plain brown box, holding it in your hands, turning it over, and then finally just holding it to your chest as the emotions got the better of you. You couldn't care less about who sent you the plushy, it was exactly the sort of thing that you needed at that point in your life.

Your emotional episode hid the initial numbness of the transformation from you, and you fell asleep on the bed crying into the little plush' soft form.
When you woke up dazed and confused in a different place, the last wafts of steam rising up from your purple coat, it all just seemed like a lucid dream to you. You had more trouble adapting to your body's new shape than with the acceptance of having a new form, believing the situation to be a dreamscape created by the soft little toy you fell asleep with.
By the time Zephyr's master came to check up on you and the other two ponies in the large room you had been playing around in, you had no desire to go back to your old life anymore. It was too much fun being a pony! When he broke the news to you that it wasn't a dream, that you really truly were a pony, for real, all you could do was cling to his leg and beg him to make it a promise. A promise that you wouldn't wake up to that life of misery he had taken you from.
It was enough to make Zephyr and Autumn reveal themselves, unable to contain their giggling as they sat in the darkness of the hallway just outside the door. When you realized how you must've looked to them, you happily joined in.
In the days that followed you became fast friends with the other ponies. There was a colt named Shades, and a mare named Buttertoast, beside yourself in the room, and Zephyr and Autumn came by to visit frequently. You played tag together, the occasional game of soccer, watched pony episodes, or just spent your time generally cuddling up and talking with the others.
It was tricky to guesstimate just how much time you spent in that room what with the days and nights just being one long slumber party, but as with all things fun and interesting, it had passed by too quickly.

In that time however, you learned that Shades had been a software engineer who had been laid off only a week before his wife left him for another man, taking their kids with her. His dark coat with the red streaks through his mane and tail had been a way for him to vent his frustration.
He really hadn't thought he would end up as the bold stallion he had designed, but he showed himself off proudly regardless. The devil trident on his flank really fitted with his overall look, which was only enhanced by his flaring red eyes.
Buttertoast had been stuck in a dead-end job, her family having all-but abandoned her after she dropped out of college. Stuck working in a sandwich store she'd started to dream of ponies and had come up with Buttertoast. Her cutiemark? A piece of toast with a curl of butter on it.
She'd been a little self-conscious about it and had remarked she wished she'd spent more time on her OC before becoming a pony. Her coat was a caramel brown, while her mane and tail were colored a light beige. She was a lot more demure than Shades, but lived up every time Zephyr's master entered the room.

Both were earthponies, as were yourself and Autumn, leaving Zephyr the odd one out. Buttertoast really loved Zephyr's wings and could often be found doting on her, or nuzzling into the Pegasus' side, while Shades kept Autumn and yourself busy as he chased you around the room with joking threats of mounting you if he'd catch you. It had started out as a joke, but with Autumn's teasing you'd soon found yourself pinned down underneath him, his long hard shaft penetrating your pony nethers almost like a perfect fit.
Your first pony orgasm was nothing like you had imagined; you pretty much ended up with your forehooves sliding sideways, your face planted on the floor with your tongue flopping out of your muzzle, while your rear just stuck up. You were faintly aware of the hairs on your tail lying over your back, half pinned in-between your and his body, getting pulled at a bit by Shades' body moving as he took your virgin pony parts for all their worth.
The question of whether you could become pregnant had risen in your mind only after your wonderful afterglow had finally died out, your crotch still dripping his semen when Autumn came in to help 'clean you'. It didn't take long before your second orgasm racked your body, and you lay panting on the floor as Autumn cleaned up Shades as well. You could hear the poor stallion groan beside you as she did.
You were always sad to see Zephyr and Autumn leave with their Master again at the end of the day. They were good company. The few times you had caught Zephyr without Buttertoast constantly clinging to her side she'd made some good remarks about life as a pony, which you'd taken to heart.
"Always do what your Master tells you, no matter how silly it may be", "be there for your fellow ponies if they're emotionally distraught. You know better what they're going through than your Master might", and "just have fun, you know?" had been some of those remarks.
That pegasus was a smart one, and it was no surprise to you when Buttertoast revealed one night that she saw Zephyr as a sort of surrogate mother. You silently nodded while Shades made a comment that got him a hoof planted firmly in his sides from both Buttertoast and yourself.
Boys and their silly way of thinking.. You wish you could remember the comment, but you had already been half asleep when he'd made it and had reacted mostly out of gut instinct that he'd said something stupid. Whatever it was, Buttertoast had snorted something back at him but they'd made up again when you woke up in the morning. No use being mad at a fellow pony.

And then the day had come where your own Masters had arrived. Buttertoast's master had arrived first, a lanky young man looking about as shy as Buttertoast herself was in unfamiliar situations. For the longest time they remained on opposite ends of the room, neither knowing how to best approach one another, but Zephyr masterfully played them both to start talking about the television show and soon they were sitting with Buttertoast on her Master's lap, engaged in deep conversation.
Shades' master was a more rowdy figure, dressed in black leather and with piercings and tattoos on all the uncovered skin. He looked like what your idea of a goth punk biker must've been, if that could even describe him, and Shades and his master quickly opened up to each other. You'd somehow never pictured Shades to be that kind of a pony, even with colors and somewhat rowdy behavior. You'd just marked it up to him being a boy.
With his master there as a prime example of how to scare children away however, he opened up a whole new chapter of his life. You overheard him revealing how often he had wanted to get a tattoo, or get piercings, stopped only by his ex-wife's insistence he should look like a normal bloke if he was going to get anywhere in life.
They shared a hearty laugh at her expense, and then the guy offered to go outside so Shades could see his ride. Boys and their toys. Shades didn't even look back as he followed behind his master. Buttertoast didn't even notice him leaving, too caught up in debating of whether character X could have really pulled off stunt Y.. they were talking faster than you could keep up with.

You were just about to join Autumn and Zephyr where they were sitting together watching the going ons with smiles on their faces, when a pink pony came rushing back the way Shades had only just left. You didn't yet know her name back then, but the explosion of energy with which she'd bolted in the room made her the focal point of attention.
Autumn shot up in surprise before you or Zephyr could say or do anything, and called out "Orchid!" as she jumped on over to the pink blur that had just entered. Before long, they were both bouncing around, hugging around, and rolling around looking like the best playmates ever!
You had raised an eyebrow as you finally did sit down beside Zephyr, and the both of you shared a look of confusion. Autumn's response had clearly taken Zephyr by surprise as much as it had done you. She shrugged at it and draped a wing over your back as you watched Autumn and Orchid get re-acquainted, but the wing was quickly withdrawn as Zephyr's master entered the room chatting idly with a lithe woman holding onto his arm.
Zephyr's gentle nudge, and nod of her head towards the pair, made you get up in confusion, but the smile on the pegasus' lips made you realize it was your turn to meet your Master.
You started off in a slow trot towards her, which quickly slowed down to a slow walk before you came to a dead stop as panic overtook you. Was this really it then? Were you going to sign your life away to this woman? Your body was shivering all over as Zephyr slowly walked up to your side, draping a wing over you again and whispering in your ear.
"It will be alright. Trust me. She's here for you. Whomever you are, whomever you were, whatever you'll do, it's all ok. She'll tell you when you're doing something wrong, and will praise you when you're doing something right. And nothing will ever feel as good as receiving praise from her."