Many years before Hearth's Warming, and the Great Division, Equestria was known as The Canterhorn Empire (AKA The Alicorn Empire). From the City of Canterhorn on Mt. Canterhorn (present day Canterlot) the Alicorns ruled the land with grace dignity and justice. Then there was a rebellion, and everything changed. There are only three Alicorns left: Lady Lauren LaQuill, Princess Celestia, and Princess Luna (both were infants at this time). Lady Lauren raised the fillies as her own while they hid from the world in the Everfree Forest. During this time Lady Lauren gave Luna a set of magical silver pony slippers. Luna wore them all the time, but accidentally lost them during a storm.
In the present day, the silver pony slippers return, but on the hooves of the main six, and undergo quite an interesting journey as they pass from pony to pony. What happens to them in the modern day it seems only fate will decide.