Winner of my ‘pick a pic’ poll, we have the mane six during their first pregnancy. Now, they weren’t preggers all at the same time but that is unimportant. What is important is that none of them were necessarily… happy about it.
 
Twilight: Twi was fine at first, nervous at the thought of having a child but happy. It was only after someone said something to her that triggered some… memories. She started having flashbacks to the times with Celestia and how they’d have a child together. Twilight started feeling guilty that was she abandoning her wife (still missing for several years) and thought she was being selfish for seeking happiness without. She began ranting about how she was betraying Celestia and that her child didn’t deserve a mother like her. After a mishap with some self medication, Twilight was put on suicide watch and eventually had to be sedated so that her unborn foal could be transferred to another mare for fear of what Twilight would do. Afterward, Twilight fell into a deep depression, thinking of herself as a failure (as a mother and a mare) but Tempest stood by her and helped her through it.
 
Rarity: Rarity already had a child, Crescent whom she adopted off the street but her dream was to give birth to a child. This became a problem after learning that her husband, Fancy Pants, was Sterile. While she still loved him, she felt sad at losing out on having a child with the stallion she loved. Hence why her returning from a business trip in the Dragonlands pregnant filled her with dread. She didn’t regret having this child, later to be born as Lapis Lazuli the kiren, but she knew there would be many many questions. She was prepared for the press but how to explain to her husband? When he saw her, he immediately assumed the worse and wanted heads to roll but Rarity could only assure him that she had done this willingly and it was for the best. Unfortunately, due to circumstances, she wasn’t allowed to tell him whose child it was or why she had taken it onto herself. For a while, there was tension between the two.
 
Fluttershy: Flutters wasn’t necessarily unhappy as she was concerned. She was ecstatic at the thought of having a child with her, at the time, only husband Iron Will. Her concern was how large the foal seemed to be, causing her some discomfort at worried her. She tried to ask discord about it but he seemed more concerned about Sirius (who was going through some things at the time). He did assure her that the she was healthy and there shouldn’t be any problems, though he was no doctor. Her secondary concern was about her first child, Acheron, whom at this time, she still couldn’t touch due to his flames. The burns were deep and made her weak so she thought she might not be strong enough to give birth.
 
Pinkie: Pinkie has always been a free spirit, wanting to live life the fullest. Hence why she tends to do things… others might blink at. Such as her adult only sex parties (basically orgies). She only did them a few times cause safety concerns sprang up but later on she found herself to be pregnant. Not knowing who the father was made her a bit nervous, cause she wanted to tell him the good news but chose to tell her sister first. Maud was… concerned and warned against telling their parents about it but Pinkie didn’t listen. She went to her parents to tell them that they’d be grandparents. Their first question was who the father was and when she had gotten married. After telling them the truth, her father was livid. Words were said and tensions rose. Pinkie was kicked out for a time and told not to return until she was a responsible mare rather than a harlot (pg version). Pinkie didn’t take the rejection well, returning to Maud in tears and thinking of herself as a whore. Igneous eventually apologized but told her he wouldn’t allow his grandchild to be raised by a single mother so he’d take the child in until somepony made a honest mare out of Pinkie.
 
Rainbow: Rainbow was on top of her game, in the running to become a full fledged Wonderbolt. Her lover, Quibble was on his way to being a novelist and they were happy together. She trained hard and was doing well when she suddenly fell sick. Worried she might have caught something, she demanded the doctor at the base check her out to make sure she’d be good to race. The doctor assured her she was fine. Rainbow was so relieved until she was told that she was pregnant and just suffering from morning sickness. Quibble was over the moon, wanting to tell everypony he saw that he was going to be a father. Rainbow was… not. She wanted to have kids, sure but not now. Not when she was so close to getting a spot on the team. She briefly considered aborting it, not wanting to miss her chance at success but seeing how happy Quibble was, she couldn’t bring it up.
 
Applejack: AJ’s pregnancy was a full on accident. She had gotten drunk one night and fell into bed with her sworn enemy, Flim (yes, their backstory is based on a clopfic. Fight me). While she was pissed about it at first, it didn’t stop her from continuing their rendezvous for several weeks. AJ’s knowledge on sex was a bit basic and for some reason, thought she would be safe from pregnancy cause she was ‘careful’. So imagine her surprise when after a routine checkup, it was revealed that she was pregnant. In front of her whole family. Questions were tossed her way by Applebloom who ecstatic to be a soon-to-be aunt, Granny was basically planning AJ’s wedding and Big Mac was pissed, demanding to know who knocked up his little sister. Applejack was just plain shocked. How was she supposed to bring this up to Flim, that devious trickster?
 
Note: In terms of timeline, the order of the mane six was: Pinkie, Applejack, Rainbow, Twilight, Fluttershy and then Rarity. The time between their births are varied, like Pinkie’s pregnancy was a full year before AJ while Flutters and Rare were basically at the same time.