Well, there is a book called "Twilight Sparkle and the Crystal Heart Spell" (not exactly sure if it's canon or not) on her wiki page which tells that like Twilight, Cadence used to a normal pony, a pegasus to be exact. She was an orphaned filly taken in by a village. Some whole ordeal happened and Celestia saw Cadence's power and adopted her as her niece. So in turn, Cadence is only adopted in to royalty. Again though, don't think it count as canon. Here's her page. [link]