One of the Royal Sisters is locked away for 1000 Years (story idea post)

The key is, she wasn't banished to the moon or sun: she was trapped along with the Crystal Empire in King Sombra's stasis spell.

So, assuming it was Luna who was locked away (it could be Celestia, but I'll assume Luna here so that I don't constantly have to say 'Luna/Celestia' or 'sun/moon' etc.), this can easily change things considerably during the timeline of the canon show.

1. The Castle in the Everfree Forest isn't destroyed, and Celestia continues to keep the castle as the Capital of Equestria (potentially she might still relocate to Canterlot, but that would be more of 'reminds me of my sister too much' instead of it being wrecked).

2. There's no 'oh crap my evil sister is returning hopefully there are six new Element bearers' moment. Instead, Celestia would be preparing for when the Crystal Empire is returning. Once it does, she's going to go in all horns blazing with a crack squad of her finest ponies to wipe out Sombra. If you keep Discord's return at exactly the same point as in canon, then things get really interesting without the Elements of Harmony having been reactivated first.

3. Speaking of the Elements, this could vary depending on your headcanon (or rather, the writer's headcanon if anybody ever writes this). Maybe Celestia still gets one free shot from the Elements which she holds onto for a thousand years. Maybe with Luna trapped along with the Empire, the Elements go inert, and can be used by other ponies instead. Maybe once Luna returns she and Celestia can use them again.

4. No 'Mare in the Moon'. This is more trivial, but real-life cultures have the whole 'Rabbit in the Moon' fable that inspired the Mare in the Moon, so without the Mare in the Moon there would be no equivalent thing in Equestria and area (and by the way, Mare in the Moon is even more clever than you thought: not just the pun of Nightmare Moon, but for 'Mare' in the Moon, it's the darker spots of the moon. The real-life dark spots in the moon are basaltic plaisn called lunar maria, where the singular form of maria is mare (Latin for 'sea', not as in a horse mare, but still witty)).

5. This is more something I'd write: Luna as the new Princess of the Crystal Ponies (Cadance can either be her aide or GTFO). On returning to the world, both her and the Crystal Ponies are a thousand years out of time, and the rest of Equestria, her sister aside, won't remember her as anything more than a legend. The Crystal Ponies would empathise more with Luna since she's in the same boat as they were, and if she was at the point where she was beginning to get jealous, having an empire of her own loyal ponies would placate her.

So, this is just an open-ended idea. It's not really anything I intend to write for myself either, but it is just a cool idea I had that I've discussed in a chat with some others, so go ahead and give your thoughts (and if somebody actually gets the burning desire to write this, I'd be tickled).