I missed the opening until the second run so I didn't know there was a Rainbow Dash fanclub. Because of this, I thought Scootaloo was the only one wearing RD's mane until I saw more. That was probably the best moment for me.
As far as the episode goes, I figured the pony was Fluttershy at first, but after the scene at the dam I knew it was all of them. It was nice entertaining the thought that it was Luna, but there's no mistaking that that was the color of Twilight's magic.