Beatrix Lulamoon  
Sunset Elizabeth Shimmer  
Vinyl Mary Scratch

Raretyna Victoria Belle.  
Rainbowina Liliane Dash.  
Flutter Irene Shy.  
Twilight Katherine Sparkle.  
Apple Jack.

@Hsere  
… so pretty much my family’s history (’cept my great something odd grandfather and his two brothers murdered a corrupt banker who stole their inheritance and were exiled.)

@Hsere  
granny smith is princess anastasia.

sweetie “jesse” belle.

Rainbowdash: Liliane  
Twilight: Katherine  
Applejack: Jack (Her parents thought she was a colt)  
Fluttershy: Irene  
Rarity: Victoria

@Hsere  
Pretty similar to mine. But yeah, something along those lines I’m imagining happened.
 
 
@Hsere  
It could be possible that the three pony races developed different naming standards, like how Europe differs from the far east, where names are inverted, and, say, Maori which is closer to tribal/dark age europe (where you have one name, and then everything else is tribal position/occupation/family history)  
My idea is that pegasi were warriors and so kept with the single-name-then-occupation but have slowly come to adopt earth pony standards as more and more begin living on the ground, earth ponies and non-royals are named by family, and unicorns’ culture either have a standard we haven’t seen yet, or are the inverters.  
We haven’t really gotten to know any unicorns to the level we know Jubilee, the Cakes, the Apples, Oranges, Pies, etc
 
I hope we get an episode which focuses upon Rarity or Twilight’s parents in the next season, or they decide to ‘uplift’ Lyra + show her parents.

Princess “Cake” Celestia.

@Niggoslav_Krawczyk  
The Apples were once Canterlot nobility, but were unjustly stripped of their lands and fortunes due to political corruption and intrigue several generations ago. The Oranges are the only members of the family that managed to maintain their status. The rest of the family want nothing to do with their “noble” heritage and the pettiness of the elite, so they discarded their surname and moved to the frontier. Applejack is terrified that Rarity will find out and then she’ll never hear the end of it.

@Elric of Melnipony  
Exactly

Also, Headcanon: only certain families use surnames. Others indicate kinship by common themes among the names of the family members (the obvious example being Twilight SPARKLE and SHINING Armor).

@Hsere  
Maybe they were once royals far in the past and dislike being reminded of the stuffy ‘order’ they once came from? It did say Celestia sent them out to settle near the forest. yes, this makes far too much sense. I bet you Big Mac is the only one who has been given the full story too, being the quiet stoic of the next generation.

@Hsere  
Blumina?  

I’ve always liked Rainbow Jennifer Dash. It’s her third least favorite thing in the world, just after waking up from naps.

Semi-Headcanon: The Apple Family’s full names:
 
Applejack: Jacqueline Marie Apple  
Apple Bloom: Blumina Elizabeth Apple  
Big Mac: James MacIntosh Apple III (“Big Mac” is a nickname passed to the oldest currently-living holder of the name).  
Granny Smith: Anastasia Smith-Apple
 
They HATE being called by them, though.

@norms29  
Shining took his father’s last name, and Twilight took her father’s last name. I’ve actually seen this a lot in real life…

Orrrr, Pinkie Pie is the only pony with a middle name. Some ponies don’t even have a last name.

Remember that their informal name could be any part of their full name, because Cadence’s full name is Mi Amore Cadenza.

“Twily” is actually a shortened version of “Twilight Emily.”

@Elric of Melnipony  
I… what? how would that explain it?

@Latios381  
Their mom slept around.

How about Twilight Guinevere Sparkle? I think has a strangely nice ring to it.

Princess Celestia’s full title is: “God-Princess of Equestria, vanquisher of Discord and Nightmare Moon, savior of ponykind and guardian of the Elements of Harmony”.

Wait the last part of their name can’t be their last name. What about Shining Armor and Twilight Sparkle?

When Pinkie left the farm, she stuck with name “Pinkie Responsibility Pie.”
 
Rainbow’s is “Rainbow Danger Dash.”