Celestia had very little idea of the things that her baby sister was frightened of, aside from the usual things that fillies her age disliked. Loud noise, strangers, the dark, sour candy, stereotypical things. So although she was prepared for some basic materialization of a child's mind, she was not prepared for the infinite stretching hallway that lay before her, an equally seemingly infinite amount of doors on either side, set a few feet apart. It looked like the hallway straight out of some old haunted hotel.
Taking a few cautious steps forward, Celestia attempted to open the first few doors on each side. Every single one of them was locked, and would not so much as budge. She gave up after about five minutes of attempting doors, and instead began to run full gallop down the infinitely identical hallway, looking for anything out of the ordinary. There was nothing; the hallway just kept coming. On a whim, she used her horn to torch a dark black 'X' into the wood of one of the doors, and then continued running again.
The doors continued appearing on either side of her, but there was no sign of the mark she had made.
Five minutes passed.
Ten.
Panting for breath now, Celestia slowed to a bare trot. "So much for the loop theory," she gasped, then raised her head. "LUNA!" She called.
There was no answer, but something stranger happened. The physical letters of her sisters name escaped from her mouth like the stretchy balloons one makes animals with, and floated down the hallway. The floating word paused at one of the doors on the right, seemingly at random, before silently bursting into nonexistance.
Celestia tried the door the letters had stopped at. 'FEAR' was written in bright red lettering across the panel of the door, and the older sister felt a chill down her spine. She tested the handle, and found it open!
"Curiouser and curiouser..." she muttered, and stepped inside into total blackness.
Like the deepest reaches of space, there was nothing here. It was completely void of light or substance, having only a dull, faint white light in the distance. Celestia ran towards it, and was shocked to see Luna standing with their mother, the two illuminated by a single spotlight. Was this what Luna was truly afraid of?
She stepped forward, unseen by the pair of equines, until she was close enough to hear their conversation.
"...Sorry, Luna," their mother was saying. "There's nothing I can do."
"Make Tia come back!" Luna was crying. "I want Tia!"
"Your sister can't be with you anymore. You're going to have to be the big sister now. You'll be in charge of the night and the day."
"No!" little Luna cried, tears rolling down her face. "Bring Tia back!"
"I'm here!" Celestia cried, rushing forward. "I'm here, Luna!" She charged to the both of them, but phased right through them like a ghost as the two figures burst into smoke just as she reached them. Celestia screamed with surprise and rage. "LUNA!" She already felt ashamed of herself, and promised that if she got out of this, she'd never give the little one a hard time again. She stumbled and ran forward, even though there was nothing to run to, vision blinded by tears.
Celestia's horn lit up with a blazing light, firing a charged shot forward that created a pillar of a beacon that spread straight up and pierced the sky. The elder sibling raced straight into that beacon at full gallop, being thrown instantly against Luna's bedroom wall like a bullet with a powerful crash. The crash woke Luna at once, sitting up in her bed, who gave a startled cry.
"Wha?!"
Celestia moved to the side of Luna's bed and hugged her tightly.
"I'm sorry you had a bad dream," Celestia whispered.
"How did you-"
"I'm not going to leave you," Celestia promised. "I'm never going to leave you. I love you, Lulu."
Still slightly confused but calming herself, Luna smiled.
"Love you too, Tia."