It has been about forty years since the defeat of Nightmare Moon. Twilight Sparkle, the famous unicorn, has just passed away, devastating Princess Celestia. After attending the funeral, Celestia locks herself in her bedroom for several hours. Worried about her, three of her servants-- Posie, an earth pony housekeeper, Silver Lining (“Sill”), a pegasus chauffeur, and Corkscrew (“Corky”), a unicorn from the kitchens--go to check on her. Finding her door partially open, Posie sneaks in and finds Celestia lying on her bed, still in her dress from the funeral, openly weeping. When Posie tries to comfort her, Celestia looks her in the eye, and, says, in a horrible voice,“I want to die.”
Posie, stunned, tries to reassure her, and, at her prodding, Celestia opens up. She’s a failure and a fraud, she says, and Twilight is only the last in a long line of ponies who she’s let down. Posie convinces her to keep talking, and, for the first time, Celestia begins to tell her own life story.
When Discord first attacked Equestria, Celestia, then a small-town pegasus weatherpony, was one of the first bearers of the Elements of Harmony. She was Generosity; Luna, an unicorn that she’d barely met, was Kindness. Together, they defeated Discord, but were unable to fix the chaos that he had caused; they decided to use the Elements a second time, in an effort to keep something like this from ever happening again. This time, the Elements turned Luna and Celestia into alicorns, creatures straight out of myth, but the transformation was not without cost: the resulting explosion killed the rest of the group, including Celestia’s love interest, a stallion named Cinder. Luna and Celestia were able to get the sun and moon moving again, and were hailed as goddesses.
Over the next several years, Luna and Celestia worked hard to rebuild. They began to forge the Equestrian Alliance: a loose federation of states, led by their own kingdom of Old Equestria, and bound together by a bill of rights called the Equestrian Accords. It was a hard fight, but they were making good progress, and things were starting to come together.
Luna realized that neither she nor Celestia were aging, which surprised and dismayed her--what would happen to her friends now? Celestia comforted her, and the two of them pledged to be sisters--for they, rather literally, had no one else.
After two centuries of rebuilding and political wrangling, Celestia and Luna received a messenger from the Crystal Empire, expressing interest in joining the Alliance. The Sisters made the journey together, and the king of the Crystal Empire, His Brilliance Sombra IV, proved to be a gracious host. They presented him with the Equestrian Accords, and Sombra became furious: the provisions contained therein would destroy the culture and economic system of the Empire, he claimed. Celestia had to return home to keep the Alliance running, but Luna, ever the diplomat, volunteered to stay and negotiate.
Months later, Luna informed Celestia that the two of them had negotiated an acceptable treaty, and they were ready to sign. Celestia made the journey again--this time, in the dead of winter--and found, to her horror, that Sombra had negotiated a treaty that essentially nullified the Accords. Just as she was about to protest, Luna added one more item: she, as a gesture of goodwill between states, would offer Sombra her own hoof in marriage. Celestia, furious, refused to sign--but Sombra, ever crafty, confined her to her chambers until Spring.
Celestia managed to escape that night, and convinced Luna to come with her. Celestia, smelling a rat, had rallied the Alliance military weeks before, and they were now waiting at the Crystal border, ready to keep Sombra at bay if necessary. However, Sombra ambushed the army in the night, nearly routing them. Celestia, who had learned from Luna that Sombra got his immense power from a “crystal heart,” frantically flew back to the Crystal Spire. There, with the help of a guardspony named Flash Sentry, she located the Crystal Heart, now trapped in a column of dark crystal. Before she could attempt to free it, she was caught in one of Sombra’s magical nightmares--specifically, a vision where Celestia could no longer control the sun, condemning the world to the same fate it had almost suffered under Discord.
She was jolted awake when Sombra gored her deep in her side; sensing her attempt on the Heart, he had teleported the great distance to the Palace to protect his source of power. As Celestia lay dying on the floor, Sombra revealed his plan: during Luna’s months-long visit, he had sufficient time to woo her, and to convince her that he was a good stallion just trying to help his people. When they were married, she would bear him children--alicorn children--even if he had to force her. With a generation of gods at his command, Sombra would conquer the earth, using the fear of his subjects to supercharge the Crystal Heart, giving Sombra the powers of a god.
At that moment, Luna appeared. She, too, had teleported--and, after a moment of indecision, healed Celestia, then broke the crystal trapping the Heart. The newly-freed Heart disappeared, prompting a weakened Sombra to try and attack them. Together, the two sisters cast a spell on Sombra, which made him disappear in a flash of light.
Without warning, Luna turned on Celestia. She revealed that she still deeply loved Sombra, and had been trying to imprison him--not kill him, as Celestia had. As they argued, Celestia realized the Crystal Empire was vanishing before their eyes. The Crystal Palace, too, vanished, leaving the Sisters--Celestia injured, Luna furious--alone in the winter snows. Celestia began to weep--she had failed to save the Crystal Ponies from their enslavement; she had failed to save Luna from Sombra--or, at least her heart, at any rate; and, trapped in the snow, wounded and with no supplies, she couldn’t even save herself.
Celestia, now speaking directly to her servants, tells them that they were found within a week by their guards, and they made it safely back to the palace. After a pause, she adds that, two months later, Luna revealed that she was pregnant. Celestia hoped that the child would somehow draw them closer and heal the rift between them, but she only seemed to make Luna pull further into her shell. When the foal came, she was an alicorn, of course--an alicorn Luna named Mi Amore Cadenza.