Luna is not the only pony to have a Nightmare inside her, In fact all ponies do. that anti-conscience, The devil on your shoulder if you catch my meaning. Sometimes it is very apparent, it comes out sometimes when a pony is sad or upset, Pinkamena for example.
But this story isn't about them, This story is about your cherished Princess Celestia and her dream that started a chain of thoughts that nopony will ever disregard as meaningless.
An Alicorn's mind is a precarious thing with so much power it's a wonder that it doesn't go to their heads, or does it?