Not crazy. per se, but definitely headcanon.
Any unicorn can learn to teleport, but Pinkie is the only earth pony able to teleport. Even then, it’s not teleporting in the unicorn sense. Teleporting, in the unicorn sense, is “tearing open” a door to somewhere else with magical energy, which is why there’s a bang and a flash and the unicorn in question doesn’t immediately appear.
Teleporting, in the Pinkie sense (heh heh), is literally folding space itself to where she needs it to go.
Imagine this: An ant is crawling on a sheet of paper. Pretend that this 2-dimensional sheet of paper is the 3-dimensional Equestria. It takes X number of seconds to go from one side to the other. A teleporting unicorn simply “jumps” from one side of the paper to the other. Pinkie folds the paper so she can simply walk from one side to the other.
Now, while every unicorn can theoretically learn to teleport, it’s considered one of the most difficult and dangerous spells to learn. “Jumping” off the paper in itself is risky, since you might over”jump”, falling off the paper entirely to who-knows-where. Even if you land on the paper, it might not be where you want to be.