Real life ponies have long hair on their manes and tails, and shorter hair covering their bodies. Friendship is Magic ponies clearly have manes and tails, but do they have hair elsewhere? Their skin looks smooth, and the cutie marks look more like tattoos than colored hair. Or do the ponies have hair, and the cutie mark magically floats on top?
I'd be interested in answers for other My Little Pony generations as well.
nb: There's at least one canonical pinto-colored pony. But I guess that could be chimerism. Or magic.