Pegasus Ponies are Ponies that have wings but do not have the horn. and thus they are not Alicorns. there are many Ponies that are Pegasus ponies on the show such as Fluttershy and Rainbow Dash. Its also possible there are several more Characters that are Pegasus ponies.
Pegasus ponies were introduced shortly after Earth ponies in the original My Little Pony toy line. On the show, they are called either Pegasus ponies or Pegasi, and mostly "Pegasus" for a single pony, though "Pegasus pony" is also used, as specified in the article ponies. Lauren Faust, the show's developer, stated that the Pegasus ponies have a passive kind of Magic that allows them to walk on clouds and manipulate the weather.
Pegasus ponies are derived from Greek Mythology, notably the tales surrounding the eponymous flying horse, Pegasus, who was a white horse with wings. Pegasus is also the name of one of the 88 modern constellations.