Celestia calmed herself as she examined the room. Everypony was waiting for her to address the situation. She should really say something. Actually, she should have already said something. She mentally face-hoofed. This was going to be a long day. Well, let's begin at the beginning shall we?
"Twilight... Spike seemed to think this whole thing has you thrilled. Let me begin by saying this situation is not expected, normal, or wanted. There is a reason Luna and I are the only alicorns in existence. It's not precisely a race you see; it's a mutation, and a very rare one. The book you hold mentions there were two known cases of Alicornication. When Luna and I were born, we were not as you see us now. We were unicorns, powerful ones. We helped move the sun and moon, along with several hundred other unicorns. This was just after the founding of Equestria."
Twilight looked up with adoration, "So you two were just like me! What caused you to be an alicorn?"
Celestia sighed "We don’t truly know. The change was sudden, and quite jarring. That is why the book you hold even exists. Professor Cann was studying the phenomenon. He examined me thoroughly, took blood samples and studied me. Thissdens became involved in the case to study the pegasus magic imbued in me. I commissioned this study, I funded it. I asked one of my finest proteges; the very same Professor Cann you used to dread, to research it. All for the purpose of determining if what had happened would ever happen again. If it did, I wanted to be more prepared, to help the budding god/goddess in a way I myself wish I could have been helped.”
Celestia looked mournful as she recalled her state of mind at the time. “I was very lonely you see; nine hundred and seventy eight years is a long time. I missed my sister. I suppose it was foolish to want to take two talented ponies from their academic careers to study what amounted to a wild goose chase. I explained there had only been two known cases in the last two thousand years-"
Luna broke in, "Sister that's untrue-"
"I'm getting to that Luna. I withheld certain pieces of information I did not feel would be relevant, at the time. I didn't feel it necessary to drag our friends’ names through the mud. Even two millennia later it still seems unkind. It wasn't their fault after all."
"I understand sister, but it seems we will need to explain the situation in detail. I believe our friends may have a very specific connection with this change in our dear Twilight. If this makes you uncomfortable perhaps I should continue?"
Celestia considered, then nodded. "That may be best, the memories should be fresher for you. Having had your... episode, you skipped past the last thousand years." She looked apologetically at Luna, who simply nodded.
"Very well then, know this Twilight Sparkle. The... mutation? We do not like that word, sister... In any case. This... change - yes we like that better - has happened to a total of eight ponies."
Twilight looked shocked, "Eight? What happened to the other six?"
Luna looked quite embarrassed, "They still exist... in some form. Let me explain. You'll recall how I was bound to the moon with the Elements of Harmony?"
Twilight nodded, "Yes, Celestia used the Elements to bind you after you became Nightmare Moon. The book I brought along mentioned that you both sought out connections to the populace in each generation, to prevent yourselves from becoming too distant. Nightmare Moon was the result of madness you went through when you decided you and your work were unappreciated. Celestia bound you because she could not purge you of your madness, and she could not bear to attack you."
Luna winced. "That is a bit of an oversimplification, but true enough I suppose. However, the reason I mention it is to tell you this: I was not the first alicorn to go mad."
Twilight looked confused, and a bit apprehensive. "What are you saying Luna? What happened to the other... Oh." Twilight's mind latched onto to something, a curious connection. Six alicorns, six elements. Elements powerful enough to lay low a goddess like Nightmare Moon. Powerful enough to turn the living embodiment of Chaos to stone.
Luna nodded, seeing the understanding dawn in Twilight's eyes. "Our friends live on. Lokey, the prankster; perhaps the only being more mischievous than Discord. She became the element of Laughter. Sapphire, the most beautiful and giving of souls; she loved to go amongst the populace spreading joy and beauty. She was the element of Generosity. Blueberry, the gardener, who grew groves of trees in an instant; never a more steadfast or hard-working soul was there. She became the element of Honesty. Tornado, the master of winds and weather, and the most true friend a mare could find. She was the element of Loyalty. Shimmer, who loved all animals as her children; she was the sweetest, dearest soul I had ever known. She was the element of Kindness. Finally, Dawn, the most powerful practitioner of unicorn arts I have ever seen, present company not excluded. She was the element of magic. Celestia and I are powerful, but each of them were just as powerful in their own right. It took a combined effort find them, to return them to their former sanity; and later, to bind each of them to a stone. Their essences remain, drained of the madness that overtook them. The elements were comprised of everything they were. They each agreed to be bound to prevent the madness from overtaking them again."
Twilight gawked at this, "How? Why?"
Luna looked sad, "That... is a tale Twilight. You see-"
Celestia held up a hoof. "Wait a moment! Sister, do you feel that?"
Luna paused, "Teleportation, we have a visitor coming."
There was a bright orange flash.
The three alicorns regarded the pony who appeared in the flash. Orange coat, wings folded to the side, horn peaking out from under a Stetson hat...
"Twilight what in the hay is going on? Why do you have wings? Why do I have wings and a horn? How the hay did I just get here?"
Twilight giggled a bit at Applejack's expression, "Applejack, it's good to see you. Sit down, Luna has a story to tell you."