This is Pick. She was abandoned on the streets of Canterlot by her unicorn parents, who, in fact, were disgusted by the fact that she was NOT one, but an earth pony. She learned almost immediately that she had an uncanny talent for picking pockets and locks.

A comedian by the name of Chatterboxx caught her trying to steal from him, but wasn't angry at all. He understood Pickpocket was just a young girl trying to find a way to keep alive. So he invited her to stay with him and his other roommates where she would be loved, happy, and, most importantly, not alone.