Misty Fly first appeared in "Friendship is Magic" S1E16 "Sonic Rainboom". She was called "Misty" by fans, and then Hasbro named her "Misty Fly".
Crystal-Shine Mystery Pony
Misty Fly was released as a toy in the seventh wave of blind bags, as a "Crystal-Shine Mystery Pony", in January 2013. She was called "Ice Wind" in the production of her toy, which was an older fan nickname she had.