The time: 7 years before Luna's return.
The place: Celestia's room.
For 993 years, Celestia has spent Hearth's Warming Eve alone. While every other pony in Equestria celebrates, their hearts light as the feathery snowflakes drifting from the sky, she sits on her own, thinking and reflecting. The other ponies have their families, their festivities. She isn't going to keep them from that. But Celestia has no family within reach. She has no distractions, no festivities, nothing to do to keep her from herself. She spends this night instead remembering what once was, and what could have been. It is painful, but it's all she has left.

But elsewhere in the castle, one little filly sits apart from the others at a party. She is different from them, and achieves their state of lightheartedness with much more difficulty. So she goes, as countless other ponies have, to Celestia for comfort.