Although it is not know to any pony else, Celestia and Luna had a sister-in-law, one that has been forgotten by time and history. But when Twilight Sparkle starts to asks questions, how will (the) Princess Celestia respond?
When Luna and Celetia get curious about their origins their mother must satisfy their natural curiousity with a story about the first pony of their kind.
Luna feels sorrow, pain, deapir, and is lonely. She feels fear and pain, and slowly watch as this eventually turns her into a Nightmare Version of herself. This is the stroy of the transformation and change of Luna into Nightmare Moon.