Princess Luna only intended to follow Celestia's plans in so far as she was instructed. Meet with this “knight” of a pony and speak with him for a moment. Celestia didn't specify for how long or what they should talk about and that was really all of a loophole that Luna felt she needed. Deciding to take the initiative quickly, she looked to Rocinante and laid her trap before the introductions had even begun.
“We have found that there are but two types of ponies in this world. There are those that deign themselves to flattery and pride and those that are humble and meek. We pray that thou wouldst tell us, to which of these dost thou belong?”
Rocinante seemed stunned by the sudden question and, because of this reaction, Luna smiled. If she could take the upper hand of the conversation she could push him out in no time. But Rocinante replied with an unexpected answer.
“'Tis a difficult question indeed. For if I should say that I am of the latter, does that not immediately place me amongst the former? To thy question I can only say this: I am I, and I have lived my life as I have seen fit. If thou will but give me the chance, then thou shalt see my nature and be the one who may discern whether I belong unto one category or the other.”
Luna was stunned by the reply. Her trap was completely avoided by the textbook answer. With a smile on his face, Rocinante placed his helmet on the ground next to him and resumed.
“From 'The Meeting of Sir Trottram and Lady Bridlevere' was it not? A wonderful legend, truly an inspiration to us all! I must admit, it has been quite some time since I last read of Lady Bridlevere's quandary, but I believe I can still recall Sir Trottram's answer well enough. I do believe you are the first pony I have met who has also read the beautiful legend.”
Luna sat in silence as she contemplated his answer, not only was Rocinante's knowledge of an ancient legend unexpected, but his dialect was as well. Clearly this was no ordinary noble pony.
“Who... Who art thou?”
Rocinante's eyes widened as he sat up in his seat.
“How dreadfully rude of me! I have forgotten to properly introduce myself. I am Rocinante of La Manecha. Knight-errant and servant of justice, virtue, and valor. My squire, Sassaflash of Ponyville, was here with me, but alas, she seems to have become preoccupied as she has not yet returned from depositing my lance for safe keeping.”
Luna wasn't quite certain she was hearing him correctly.
“Thou hast a lance?”
“Why, what sort of knight-errant would I be without it? In this dark and base world in which we live, those who would arm themselves against evil must always be on guard, for evil is most certainly waiting for the perfect opening from which it will strike!”
“Is this world truly in such dire straights? For we have been given unto the understanding that under the rule of Princess Celestia thy world has been not but orderly and in good conduct.”
Rocinante gave a slight bow in acknowledgment to Princess Celestia.
“Her Royal Highness indeed leads us in a spectacular fashion and has kept peace within our nation's borders, but evil is ever watchful and ever present. Why earlier this year my squire and I set out to face the smoke bearing wrath of the fierce dragon that threatened to enshroud the entirety of the kingdom in an uninhabitable smoke.”
Princess Luna recalled the dragon incident earlier in the year. Perhaps she would get another opportunity to take control of the conversation. Taking time to ask the question carefully, Princess Luna set up another trap.
“We recall the dragon that threatened the lands, but not its end. Do tell us, how didst thou vanquish the foul creature?”
Luna watched carefully to see what Rocinante would do. Typical politicians would claim the victory as their own, but Luna was more than aware of how Twilight Sparkle and her friends dealt with the problem.
The answer was far from what she was expecting.
“Truth be told, your Royal Highness, the dragon swiftly retreated from the mountain top before I could confront him. To hear my squire tell it, you might think that the beast got bored and left, but I believe that when the dragon became aware of the forces coming to meet him in glorious battle, the coward ran for fear of defeat by my hoof.”
There was a small, stunned silence in the room. Rocinante did claim victory over the dragon, but not in a way that ruled out Twilight Sparkle's part.
“We... see... Tell us more of thy adventures.”
The story was unusual, but it did fit with Twilight's version, provided that he had journeyed up the mountain only a short distance behind Twilight and her friends. Perhaps they had been just out of sight with each other, at least until the avalanche that Rocinante spoke of. That unfortunate event slowed Rocinante's pace up the mountain so much that it would not have been impossible for Twilight and her friends to have negotiated with the dragon long before Rocinante reached the top of the mountain that night.
Though he had the usual self-praising ramble, the more he talked with her, the more Luna began to see that this pony was utterly sincere. Though his contributions to any problem he encountered may have been completely useless, Rocinante clearly believed that he was truly the reason why there was any solution at all. His antics were humorous and his utter sincerity was refreshing. Perhaps Luna would have been comfortable opening up to this pony, if she could only get a word in edgewise.