Equestria has an equivalent of Dungeons and Dragons (and no, its not houses and humans, that’s good for jokes but not for insane headcanon). All of the mane six play it, though admittedly Twilight had to cajole and bribe some of them into doing it.
Twilight or Rarity switch off on doing DM duty and both are of the opinion that the other is doing it entirely wrong. Twilight focuses on delivering an immaculately balanced campaign that provides exactly the right amount of challenge to the party, while Rarity keeps trying to weave an epic tale of fantasy and courtly intrigue. Both get equally enraged when the campaign inevitably goes off the rails.
When playing Twilight is an obsessive min/maxer, usually playing as a mage with a focus on buffs and direct damage spells. She never once considered casting magic missile at the darkness.
Rarity on the other hand is the consummate role player. Every single one of her character sheets has a small novel of back story attached to it, even though she plays basically the exact same character (a fallen noble lady forced into a life of thievery by conspiracy of wicked aristocrats) every single time, though some times she does change the color of the character’s mane when called out on this.
Applejack is the newb, and has resigned herself to always being the newb. She has no idea how this insane game of Twilight’s works, but she doesn’t complain because she enjoys spending time with her friends, even when whichever unicorn is dming at the time gets frustrated and kills the party. She plays a fighter because she can just about get her head around the rules for that.
Rainbow Dash is a hack and slasher. She thinks the game is nerdy as hell, but she loves the part where she gets to kick all kinds of monster ass. Whenever monster killing isn’t in effect, she barely pays attention to the game and will claim her barbarian is off getting mead and hookers during the talky bits.
Pinkie Pie is that special breed of chaotic neutral bard that slaps the king in the face with a fish and makes the dm shout “THATS IT! ROCKS FALL, EVERYPONY DIES!” The others haven’t tried to ban her from the game yet, both because Pinkie goes sort of insane when she thinks her friends don’t like her, and because she seems to roll natural 20s just all the damn time.
Fluttershy really wants to be a big scary barbarian and kill monsters and stuff, but she is almost always stuck as the healer because the party needs one and she doesn’t really want to argue about it.
Spike isn’t into this nerd stuff, instead he’s got a fantasy hoofball league going with Snips and Snails.
Currently Rarity is trying to get Twilight to let her run a game of Vampire, but both are hesitant because of the terrible, awful things pinkie would do with [insert a clever pony pun for clan Malkavian here].