(This information probably ought to be better organized at some point.)

"Following the disappearance of the Alicorn Brand, the players take on the role of "The Embers" the team of Brand's former retinue protecting the northern kingdom in his absence from various episodic threats. (MHP setting)

This is an early and those lower magic MLP setting, think something similar to Conan the Barbarian."

character creation:

"Character Creation:
The Embers are not wet behind the ears and each is indeed a legend in their own right. Gathered under Brand's banner during the alicorn's own extensive adventures, they come from just about any region or peoples under the sun.

Aside from general description, characters should have the following:
*Heroic Quality: The dominant attribute that defines them as a heroic figure, courage, prowess in battle, wisdom, magical study, cunning, agility, etc. This should be the way the majority of ponies would describe them in a positive sense.

*Strengths: The three things the Ember most excels at aside from the heroic quality. Example: A mighty warrior might have the heroic quality of Battle Prowess coupled with the Strengths of: Physical Might, Expertise with the Blade, and Incredible Resilience.

*Weakness: At least one thing that is a known or obvious failing or vulnerability to the character. 
Example: Brand has a notorious temper that caused him severe troubles in his youth. It remains a part of who he is even if he's no longer governed by it.

*Deed & Legend: The Embers were gathered in heroic epics and adventures. Each should have at least one major event that created a large part of their reputation (Deed) and the events that led to them and Brand meeting and their being recruited (Legend). These can also be the same event.

Each character has the tools of their trade as well as "The Lord's Brand" a magical mark of their rank and position. Aside from acting as a symbol of authority in Brand's lands, once per adventure a character can call on their magic for one of 3 effects.
Starfire: The pony produces a single large flare light that can be launched up into the air as a signal. These are always visibly distinctive to the character, allowing teammates to recognize who sent out the signal.
Hearthfire: Brand's single biggest claim to the frozen lands is his ability to use his copious fire magic to repel the cold of the land. The embers can tap into some of this gift at will to surround themselves in a warm glow of energy that protects them from the cold.
Battlefire: Lastly the Embers can call Brands devestating flames into their weapons or magic to enhance them for a short while."

first mission:

""Our tale begins the 7th year since the founding of Hearthhome, capital of the northern lands and fortress of Lord Brand, in this home of heroes grand. That winter, when the storms rose high and the snows froze the land, our Lord Brand, as was his want, departed on a journey to the southern lands, to converse with the Alicorn Princesses there on matters of import. In his absence, as he often has, the management of the lands he has tamed is given over to his friend and confidant Chamberlain Frostway. But though the chamberlain handles the simple matters of the day, protection of the lands falls to Brand's Embers, the mightiest of the northern heroes, each pony a legend in their own right, and in their hooves these treacherous and frozen lands are secure.

The lands are secure but not safe, for the winter is ever ready to claim any pony unwise enough to walk before her as she freezes the land before her. This eve a mighty storm blankets the land, and though none knows what flight of foolish youthful fancy took hold of the mind of Little Spark, Hearthtender and pupil to the mighty Brand, that it should cause him to stray into this frozen night, but take hold it did and his absence went unnoticed until well into the evening meal.

When his absence was realized, great was the uproar, for though Little Spark was held dear to the heart of the Lord of Flame, he was not lacking for the admiration and love of all in Hearthhome. More precious than the greatest of jewel in the mighty treasure hall beneath this very fortress, upon realizing he might be lost to the storm besetting the land, all were rallied to begin the search.

Though many hooves be willing, it is only those brave Embers who can truly risk pursuing him into the wild night. As all of Hearthhome searches within the stones of the capital, it falls to these heroes to find the little colt, that he might be returned to those to whom he is most precious." 

TLDR: You are members of Brand's Embers, the mightiest heroes in the lands north of Equestria so recently claimed by the Alicorn Brand. Whilst the master of these lands is absent his young ward has vanished into a blizzard ravaged night and it is up to the players to find and save him."