Pinkie will be the first of the Main characters to explore Vanaheim/Dreamscape
Given her chaotic nature, and having seen a unrelated fanfic where Pinkie invaded her friends' dreams, it would make perfect sense for Pinkie to be the first among them to do so. Love777 The Borderlands is a small part of the Shin Megami Tensei universe.
When the Great Will saw the My Little Pony multiverse, he (they?) decide to influence it so that it may be a part of its own universes. The other forces of Chaos and Neutral decided to influence the Borderworld universe so as to meddle with the Law division.- As a result, it is their interference that caused the Fundemante of Magic to become explicitly become the Fundaments Order, Chaos, and Harmony.
Order (or some other spirit or god) will try recreate the Dreamscape in his empire and the universe
Because what better way to control and influence the masses than through your own dreams?