Picklebarrel kumquat chimi-cherry-chonga!!! [Lol, favourite Pinkie line]
Don't worry, to dream of a character or world normally means you've been a little obsessed with that thing currently. [I just downloaded Bubble Witch Saga and can't tear my mind away from the game.] It happens.
You might also dream of this character because she has things you admire. Pinkie is fun, silly, spontaneous, confident, the life of the party, social. Perhaps these are elements you wish you were/had in your waking life. You could also be lacking social interaction. Third option, she's the element of laughter, you could be feeling down lately and need a good laugh. Personally, you're just off in your happy place, nothing to be alarmed with. Perhaps play the Smile Song until you feel better.