I played through a fan game about Derpy and that picture sums it up perfectly. The story is a mysterious threat in Canterlot is wanting to rule Poniville. The reason? To look for their "Ultimate Weapon." So Celestia and Luna send Daring Do out to stop him. When Daring Do doesn't come back, everyone gets worried. Then Celestia decides that they should give up. Then Derpy finds out about this, and decides to stop the threat herself. And she somehow manages to even find Canterlot. When she gets there, everything is in ruin. Then someone tells her that the threat was "Someone who has just wants revenge. After you idiots down in Ponyville KILLED HIM." I'm not spoiling anything else. I've already summed up Chapters 1-3.