Princess Celestia ascended Twilight into an alicorn without giving her any notice, then she left her to return to Canterlot to make preparations for the newborn alicorn's coronation, leaving Twilight's mind reeling from the sudden change of species and what it means.

Twilight can't sleep because her over-analytical mind is plagued with fear, uncertainty, and doubt. But maybe a visitor can help ease her worries and comfort her enough for her to fall asleep.