There is a legendfrom the time when Equestria was founded.  
Back then, there were some ponies who refused to migrate to the new land. This is were I was born, and this is where Ill die, theyd say. And they stayed in the old country where they had always been, while the others moved to Equestria.  
Hard they worked and little they gained, but they endured.  
But the land changed them. As the windigos had turned it to ice, nourished by hate and envy, so now it turned their hearts to ice. The emptiness and solitude ate away at their souls, and no longer could they feel the warmth of compassion. Instead they turned to deceiving one another, to survive.  
One day one of them said: I wonder how our relatives in the new country are doing. Surely they cannot be worse off than us. And they decided to go to Equestria.  
But the Equestrians expulsed them, horrified at their appearance. Empty were their eyes, and corroded were their bodies, as were their hearts and souls.  
The intruders decided to linger. In their former brethrens hearts they could feel the warmth and compassion that they themselves were lacking. So they started tunneling the land, hiding in caves and snatching away ponies in the dark of night, replacing them with their own, so that they might feed upon that compassion. They had gotten good at being deceiving.
 
 
Credit goes to Spyling for the original idea of this (super cool) creation myth.