Everything start with the begining, literrally, the creation of the pony universe is the frist step for everything that happens later.
The Celestia & Luna's parents, two of four beings of the creation, fought against one of the other being, they won, but the fight made them exhausted. After the universe was done, the beings created two alicorns for rule the pony world meanwhile they rest. So, theese two ponies grow and learned everything about who will be their subjects on the future, they lived with them, they helped and received their help, they made legends around themself, theese legends announced the day when they'll sit on the throne and rule over everything touched by the Sunlight and the Moonlight.