I know this is a very strange request, but does anyone have any suggestions for how to refer to a protagonist that doesn't have an identity? I've been thinking my way around an idea that presented itself to me, but it keeps running afoul of that particular issue.

The idea as it presented itself to me was of a changeling market, where changelings gather to buy and sell identities, stolen pony magic, and other such things, as seen from the perspective of a pony who has been used as 'trade goods' by a changeling. At this point, from her perspective, she has no identity of her own - it's been stripped from her and sold to another, and the magic behind the sale contract is preventing her from regaining it.

she has no identity of her own - it's been stripped from her and sold to another, and the magic behind the sale contract is preventing her from regaining it.

That seems like an overly-complicated way of stealing somepony's social security number. Seriously, they could literally just use her name and personality, and as long as she's in a cocoon or whatever, it wouldn't matter if she remembered her own name or not. I like the idea of the market though.

Just refer to her by her coat color, cutie mark (if it hasn't been replaced with an equal sign), or some other defining physical feature. The thing that springs to mind atm is the original Heroes tv series, and the 'man with the horn-rimmed glasses.' But he had an identity, just nobody knew it. So for example, 'lavender unicorn.' You could use something a little more interesting, like a tick or twitch or movement she does, perhaps the way she walks, that would imply perhaps something about her identity. Say she swings her hips when she walks, and at the end of the story she finds her identity and she's like a runway model or something.

The changelings would probably have a term for used goods. You can use that.

Alternatively, if her original person is taken she is probably going to start building a new one because nature abhors a vacuum.

A person is a blend of born and made traits, so to strip that completely would include removing the person's memories as well.

All that's likely left is her physical description minus cutie marking.

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Kinda curious just what you mean by 'stripped from her'. Like, can she just not speak her name, or does she literally not know who she was?

As for suggestions, just pronouns would suffice, even unpersonal/gender-neutral ones like 'it', 'that', 'the creature/changeling/thing' what have you I suppose. Or just 'Anon', which while unoriginal has been effective for those without other names, so...

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That seems like an overly-complicated way of stealing somepony's social security number. Seriously, they could literally just use her name and personality, and as long as she's in a cocoon or whatever, it wouldn't matter if she remembered her own name or not. I like the idea of the market though.

The idea is that stripping a pony's identity in this way also steals (or at least copies) said pony's memories, making it easier for the changeling receiving the identity to fake being the original.

And frankly, I'm kind of surprised I haven't seen more stories with the idea of a changeling market like that.

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Kinda curious just what you mean by 'stripped from her'. Like, can she just not speak her name, or does she literally not know who she was?

The latter - she cannot remember who she was beforehand.