The Stars looked upon the world of the immaterial, and tilted their metaphysical head in curiosity.
"What is this?" they said. They had no method to produce sound in the void of the world beyond worlds, but in the world of dreams, thoughts were as loud as words.
The Moon was there, wrapped in and around the Stars, providing them with clarity. "This is the Beginning, my dearest Twilight. The place where gods are born."
The Stars perused this new knowledge thoughtfully. "So... When you said that we could..."
The Moon nodded (in a figurative sense). "Yes. Biology may limit us, Twilight, but divinity has none. I warn you, however..." The Stars imagined the Moon shuffling its hooves nervously as it paused. "It is quite... intimate."
"Intimate?"
"Yes. More so than any kiss. Perhaps more so than any physical act of love. We will meld our essences, our very souls, in order to spawn a new life. A new piece of eternity."
The Stars pondered this. "Are you sure this is okay, Luna?" they spoke. "Does Celestia approve?"
"Oh, I do."
The golden light poured forth from a burning orb of white soulstuff. The Sun looked down upon the Moon and its Stars, and warm benevolence washed over them.
"Show-off," the Moon said.
"Hush, you. In response to your question, Twilight, I heartily approve. There's a limit to what we can do with just us three, after all. I think it's time for a change."
"What about Cadence?" the Stars asked.
"She is a different being. Related, but ultimately a different concept. And concepts are everything here, if you have not yet realised."
The Moon and the Stars looked at one another.
"So uh," the Stars said. "Intimate, huh? Celestia, uh, won't be watching then, right?"
"She has already left, if she knows what's good for her. Now hush, my Twilight. Only dreams now."
Without further preamble, the Moon and the Stars mixed and merged together, the two ideas spawning something new. Something greater.
In the world beyond worlds, three became four.