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Hope this helps! ^^

Explanations:
a. Heads - For the Female/Mare head, you want to keep the muzzle small and rounded, with a flattened top. The neck is also very curvy, with the front of the neck going outwards, and the back of the neck going inwards. With the Male/Stallion head, you want to go from the forehead, down, and then flow outwards. Remember to keep the Stallion's muzzle flat, and the bottom can curve a little bit into the head. The neck of a Stallion is also flatter than a Mares, the back of the neck is more of a straight line, but it is still curved, while the front of the neck is still curved.

b. Wings - A Pegasus's wing has eight feathers, four on the outside and four smaller ones on the inside. Again, you want these feathers to be very curved and not straight. For closed wings, you basically want to go for an elongated egg shape. (again, keep things curved and non-pointy.) Alicorn wings, however, are very big and feathered. I usually draw at least 7 feathers, four big ones and 3 smaller ones. On the inside of the Alicorn's wings, I usually have at least 5 feathers that decrease in size as they go down.

c. Horns - A Unicorn's and an Alicorn's horn is very straight, but does not end in a point. The end is curved off, yet the horn is still very sharp. A Unicorn's horn is usually shown with 2 curved lines inside of it, though you could probably draw three if you wanted to. An Alicorn's horn is drawn with many lines, but I usually go for 3-5, depending on how long I drew the horn.

d. Legs/Hooves - This is the hardest part of a pony to get right for most people, usually drawn 'broken' or a gender specific trait on the wrong gender. First of all, a pony's leg is made up of the 'thigh', ankle, foot, and toe a.k.a. the hoof. The most common mistake is thinking that the ankle is a knee, and drawing the pony walking/flying like a deformed human. The ankle does not move that way, the 'thigh' does. The ankle simply rotates the foot forwards, and to a degree, back wards and sideways. If you are looking at a pony from the side, the line that connects the leg to the body should go over the stomach line, but if you are looking at the pony from an angle, the line connecting the leg to the body should to under the stomach line. Finally, a hoof can be exposed, with the fur overlapping the hoof at the top, but this is a Stallion only trait. Mares cannot have this trait.

e. Pony - Now that you've learned about the different parts of a pony, you can start drawing the pony's full body! Remember: most things on a pony are smooth, and should NEVER be pointy. Only fancy eyelashes like Rarity's are pointy. Well, except for manes. Manes can be pointy. Have fun, and be creative! But... not too creative. Being too creative is usually a bad thing for making ponies.

So there you have it, the basics of a pony. If you'd like me to make a guide on eyes, manes, what colors you should use and what-not, just ask! PM or here, either is fine.