While I was building a barn for sheep, I spawned a lot -- and I mean a lot -- of sheep. Then I noticed something funny: I spawned a pink sheep. I didn't have any dye in my inventory. How on earth did this happen? Could someone please explain?
Pink sheep can spawn naturally without dye, very rarely:
Sheep can spawn naturally in white, black, grey, light grey, brown and pink with the following chances of spawning:
Sheep will never naturally spawn in any other colour than listed above.
By spawning, I assume you mean either breeding or spawning in creative. Both of these have a chance to spawn a pink sheep, although its quite rare. You may notice that they're spawning other colors too, like green or blue. If you want to get them back to their original white color, right click on them with bonemeal.
EDIT: As someone pointed out in the comments, it is not possible to obtain a pink sheep by random breeding. Only by breeding red with white, or pink with red or white can you obtain pink sheep by breeding.