As discussed with Lauren Faust, Celestia and Luna were born alicorns from a race of alicorns before Equestria existed.

The alirocne race stuck to themselves.

During this time, there were also earth ponies, pegusai, and unicorns constantly fighting on the side.

The three pony races decided to found Equestria, but thought they couldn't rule themselves, so they invited Celestia and Luna to rule them.

Before this point, neither of them were royalty within their alicorn society. The three pony races asked them to be princesses.

In this newer land of Equestria, Flurry hearts is the first to be born as an alicorn.

The canon behind Alicorns in Equestria has long been a major debate among the fandom. Back in the earliest of days when Lauren Faust was still running things, there were only ever supposed to be two of them. Quite a bit has changed though obviously with the introduction of Cadance, Princess Twilight, and now Flurry Hearts.Amy Keating Rogers held a panel over at Galacon. For those that don't remember her, she was one of the major writers for the first few seasons before being absorbed by Disney. She's also the writer behind the Journal of the Two Sisters , which created quite a bit of interesting canon for Celestia and Luna.While admitting that her information can be contradicted at any time by the ever-evolving ideas churned out by the team at DHX, her take on the origins of alicorns is interesting. On a side note, this was the original idea discussed withHead on down below the break to check it out!Brief explanation: