Hidden somewhere beyond the highest clouds is the castle of Destiny, a school for very special students. They're the Melowies, little unicorns born with a symbol on their wings and a hidden magical power.

The Defense Techniques teacher tests the girls on their survival skills, leaving them in the Forest of Colors overnight. They use a manual she has left them to build shelter and cook dinner. Electra wanders from the group in the night and gets lost, sending the rest of the Melowies on a mission to find her. They split up and use different skills to pass the test.