Why did my sheep spawn pink?

Pink sheep can spawn naturally without dye, very rarely:

Pink sheep have a 0.164% of naturally spawning

Sheep can spawn naturally in white, black, grey, light grey, brown and pink with the following chances of spawning:

• White - 81.836%
• Black - 5%
• Grey - 5%
• Light Grey - 5%
• Brown - 3%
• Pink - 0.164%

Sheep will never naturally spawn in any other colour than listed above.

Source

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.