A mare goes into heat when it is time for her to find a mate, and have foals, as it is the only time this is possible. For most, it is a joyous time, a chance to deepen bonds with their special someponies, or have some fun with friends. For others, it is a time to hide, for they are not quite so promiscuous.
For Fluttershy this year, it is neither of these things. This year, going into heat, she knows the end of one of her biggest dreams has arrived.