This image takes place in the past when Max was brought to Canterlot from his home town in Green Hills to begin his training as a Royal Knight. Princess Celestia saw potential in him (along with a special gift), but Max is at the moment feeling a little unsure since he is still young and he's a long way from home. All he has to remember home by is the vest made by his mother and whatever he could fit in his saddlebags. (In a gift made by a friend, he's more confident after a quick pep talk and Celestia is happy to see him in high spirits).
(In my story, young ponies like Max can begin training to be Royal Knights, though the training is more like a lot of Physical Education and some lessons till they're older to do harder training. The idea came from the Orion II program from Halo… just less harsh and no augmentation).
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