Chaff in my Head Cannon: A Little Bit About Celestia and Luna · 8:26am Jan 19th, 2014
Prince Blueblood and Princess Cadence have both been identified as related to Celestia - that she was an aunt to both of them.
This intrigues me because it means Celestia has a brother or sister who has had children. Since we only know of one sister - Luna - it gives me pause. Luna is not likely to be either Cadence's nor Blueblood's mother. Her thousand years as the Mare in the Moon saw to that. So what we likely have is that she is most logically their some number of 'great' grandmother.