Princess Luna is tired of relying on her sister's Royal Guard, and decides to form a new Night Guard, taking ponies that she believes have the potential to be deadly warriors and transforming them into fearsome bat ponies, to hunt monsters with her.

Lyra is one of the ponies she selects to go through the initial training. It's possible that she doesn't take it quite as seriously as Luna might have hoped. Or maybe she's the only one taking it seriously at all.