In my headcannon, before she married Cheese, Pinkie was married to Pokey Pierce, but after finding out that Pokey was cheating on Pinkie, she escaped from what was her home at the time, along with her only daughter, Candy Pierce, who had only 3 years at that time, shortly after returning to Ponyville she met Cheese, who upon learning what had happened to her teato to help her, shortly after they married and had their other children. Not having many memories of her biological father, Candy became very attached to Cheese, who over the years began to consider her as his biological daughter.
well, happy father’s day everyone (or at least it is in my country xd)