Pluck doesn't remember how he got into the dungeon. He only remembers stumbling out of a hole in the wall with Noodle, and Senshi finding him with Ann. 

Pluck had no idea that he was in fact once an elf. A young elf soul who had been killed in a heart battle. His soul had been lost to the battlefield for centuries and with the help of Senshi resently he was finally able to go to the Harvester and move on. Or so he thought. It turns out fate, and even the gods, had a different idea. Pluck was given another chance at life. While Senshi's heart was filled with a strange longing for something, the Harvester allowed Pluck to come back as a newborn foal. Senshi has taken him in as his own little colt. 

He's still very young, and this very shy. While he has grown up with Senshi's help Pluck is still a foal. And so his personality is still slowly growing.