It began with the 'Carrot Cake storybook' released way back around Season 1. In there Carrot top and Derpy had some silly interactions and the fandom thought it was amusing if they were room mates. From there Carrot Top has been seen hanging around with Dinky a few times-whom the fandom declared as Derpy's daughter. The fandom rationalized it as CT taking care of Dinky for Derpy. That's the short story at least.