And because I guess I like analyzing things meant for kids, let's look at ponyciety.
Ponies are given their goal in life at a very young age, and it all has a hint of fatalism to it, with the illusion of free will. As we've seen with other young ponies in the series, they are referred to as "pure potential", but ultimately, this isn't true. They're all good at one thing and, as far as we know, this thing is set from birth, whether the pony realizes it or not. (See: Sweetie Belle and her singing, Scootaloo on her scooter, etc.)
A big part of getting your very own buttstamp is living up to it, something we've seen just about everybody worry about, Such as Applejack stressing about not working hard enough for her family and overworking herself, or Rainbow Dash having a breakdown about not being able to pull off another Rainboom: the thing that gave her her own iconic mark.
Let's hope there isn't such a thing as a pony mid-life crisis, or things could turn bad fast, as far as we know, cutie marks can't change, and they would have to wear it with shame, not unlike Hester Prynne wearing the scarlet letter. Because of this looming presence of unhappiness with themselves, ponies are encouraged by their society to be happy with what they do, and if they don't, they assume something is wrong with themselves specifically, and try to correct the problem the best way they know how, (Oui Madame!!!! *twitch*) and not to question how their life is governed.
Celestia's got to have some hella good PR too, absolutely nobody doubts her. Or is it just because if anyone feels they did, or if they feel that they disrespect her in any way, they would be immediately banished to wherever ponies get banished to. Twilight is close to the princess, and her constant worry of banishment implies that it's happened before, and not just to Luna.
The entire thing seems oddly utopian, perhaps to a fault.