It's too cold...
How did you get here? For the life of you, you can't remember your name. Did you have a family? Any friends? Did you have anyone in your life? If you did, their place as a memory in your brain has been wiped clean.
...Well, you're a stallion. And an earth pony, at that. You know that much.
You're thinking, so that's a good sign. At least you aren't brain-dead. If you were, though... could you even tell? Getting off topic there, stallion with no name... You need to think about why you're here. About why you're so numb you can't feel your own body. About why your nose is so stuffed up that you can barely breath. About how the howling wind is the only thing you can hear. About why you can only see light blue, faded, and blurred figures in the distance...
About why one of them is moving.
A barely audible and slightly high-pitched gasp is heard in the distance as a figure, presumably a pony, starts to gallop in your direction. A mare, judging by the sound she made. You could barely tell her apart from anything else.
>O-Oh my gosh oh my gosh oh my gosh, th-they never get out this far!
...Definitely a mare. What did she mean by that, anyway?
You see her small hoof touch your neck. Checking for a pulse? Probably.
>H-He's still alive! I-I don't know how to handle this... Argh! For the love of Celestia, Misty! Get him on your back and quit talking to yourself!
Your vision shifts as she starts to haul you onto her back, grunting as she does so. You could probably feel it too if you didn't have a very likely case of frostbite.
And to add to that, now some overly-talkative mare has taken you in, Perhaps even saving your life... “What a great way to start the day.” you think as you feel everything start to fade. “Just perfect...”