The My Little Pony Rainbow Princess Twilight Sparkle comes with a removable cape, wings, and shoes. I also opened up a Pinkie Pie Play Doh Surprise egg filled with MLP blind bags. MLP stands for My Little Pony and they are collectible plastic ponies. There are way more than 500 different ponies to collect. If you like My Little Pony and Surprise videos here's more MLP videos:. 10 My Little Pony Slap Bands MLP Bracelets:.