Having horns and having wings are both recessive genes. So alicorns are born rather than made, they are just rare because, genetically, it's hard to have two parents who have both the recessive gene for a horn AND the recessive gene for wings. So Celestia and Luna are not immortal perfect princesses, rather they were really lucky with genetics, and the way they look (strong/graceful) is from having a traditional unicorn and draft-type pegasus for parents. Alicorn 'ascension' is actually magically messing with a pony's genetics so they express both a horn and wings, and if they do not contain a copy of the recessive gene for both, they cannot be 'ascended'. Also, draft horse/earth pony build are the 'default' build, genetically for horses/ponies.

Breeding is done through magic. So gender of the parents do not matter, nor do species or the number of parents.

Discord is a carnivorous creature, and the highest ranked demon of Tartarus, right-hand (hoof?) man to Tirek, who is the Lord of All Evil. Discord has to touch someone on the forehead to fully hypnotize them, which can be good or bad, depending on if the one he's trying to hypnotize is likely to bite/scratch/kick/otherwise cause physical pain or not. He doesn't like pain, so if he tries to hypnotize someone and they fight him, he'll eventually back off. Which is why he never hypnotizes Storm-she bites him if he touches her, and it's very painful.

Sombra is a practitioner of dark magic, including necromancy- he will summon skeletons and ghosts and other undead beings to help him in wars/help him keep his slaves in line.

Changelings actually feed on blood, and drain emotions from their victims to render them helpless, then drain them of blood. However, if something pierces a changeling's carapace, the changeling will die.

There are a lot of different kingdoms in that world, and the headcanons of each will follow:

Equestria is just one kingdom, and it has the most magic. But because of the ponies being so reliant on magic, they are actually easier targets for predators, as they can't fight as well physically, and many creatures cannot be as easily defeated by magic.

The Crystal Kingdom has the next-most magic, and again, they make easier targets for predators for the same reason as above.

Avia is the main focus of most of my stories, and is a kingdom of wild horse warriors (horse pegasi, traditional unicorns, and regular horses), who are either natural horse colors or colored like birds of prey. Avia also has a cavalry of trained birds of prey, making them even more dangerous in battle. Avians are considered the best non-predator fighters on the mainland. Magic is limited to the unicorn craftsmares, and only shows through what they craft (for instance, a metalsmith would have magic involving fire and metal, a potter would have magic involving clay/earth and limited fire magic, etc.) However, at the time of the stories, it's only just coming out of the mists of time, thanks to a mad king who was only recently removed from power.

Griffonia is the Griffin Kingdom. It was originally a powerful fighting force and a huge territory, but is fragmented at the time of the stories. However, some griffins are trying to reunite the kingdoms. The griffins are carnivores, but most of them prefer fish and maybe small mammals to large hoofed mammals, if they can catch them.

Dragonis is the Western Dragon/lindwyrm kingdom. Most of the dragons, while powerful fighters if provoked, tend to prefer to keep to themselves, and are very wise beings. They generally do not interfere with what happens to non-dragons.

The Underground/'Below' is also on the mainland. It's a series of underground caves/tunnels etc. that originated as a safe haven for refugees fleeing strife or famine or whatever. However, at the time of the first two stories, crime lords and gangsters have taken over the Underground and run illegal arenas with fights to the death between prisoners, where the criminals bet on who will die. But the Underground has the 'Other', a secret resistance force that wants to drive out the criminals and return the Underground to its original purpose- safety for refugees.

The Northlands are off the mainland, and ruled by the viking caribou. The viking caribou can be brutal raiders, but only if those they are raiding have provoked them somehow.

Cervina is another continent, and is the realm of the deer/deer-like creatures. Cervina includes the White Elk (similar to Lord of the Rings high elves), the Winged Deer (similar to fairies), and Cervid, the Deer Kingdom (which is like the LOTR wood elves).

Canidia is on the same continent as Cervina, and includes the Fox Kingdom and Wolf Kingdom, as well as various other canine races. The canines are carnivorous, but will not harm those in alliance with, say, griffins or wildcats. Otherwise, hoofed mammals going there need to be extremely careful. While the canines are civilized, there are plenty of canine bandits who will kill hoofed visitors and bring the meat to the ruler, who will look the other way.

Urse is also on Cervina and contains the different races of bears.

Kirina is a different continent and is the realm of the kirins, ancient, wise, nomadic beings. Kirina also has races that are similar to pandas/red pandas, and also races similar to Eastern Dragons.

Zebrica is yet another different continent, and the realm of the zebras.

The same continent has Impala, ruled by impala and gazelle, who are similar in culture to the deer, and Hipa, the kingdom of elephants, rhinos, and hippos.

The continent of Zebrica also contains the kingdom Felin, where the different races of wildcats (both large cats such as lions and tigers, and small cats, such as caracals and servals) reign. Their culture is similar to Canidia.

I have vague ideas for quite a number of other kingdoms for the AviaVerse as well, but not enough to form headcanon about yet.