The closest thing we have to an "official" backstory for Cadance is in one of the chapter books (Twilight Sparkle and the Crystal Heart Spell, I believe), where it apparently says that she was an orphaned pegasus before ascending to become an alicorn. Considering that the show made such a big deal out of Flurry Heart being born an alicorn, it would seem to back up the idea that Cadance wasn't born one herself.



(I hedge a bit on "official" simply because some books and a lot of comics get negated by later episodes of the show itself... For instance, this year's season finale contradicts some backstory that Amy Keating Rogers put into the Journal of the Two Sisters... so anything not in the show itself is best taken with a grain of salt.)



Regardless, this story is meant to fit along with a series of other Fanfics that were started before that "pegasus" backstory came out, so it has its own mythology behind her birth. Here, she's an orphaned Alicorn baby kept secreted away from the world in an obscure abbey, kept innocent and untouched by age since the fall of the Crystal Empire.