Why did nopony ever ask? Why did nopony ever wonder? Why didn't anypony ever find out?
Twilight Sparkle goes to visit her mentor in Canterlot Castle when Princess Celestia is called away and leaves her student alone in her study. Bored, Twilight searches around, and finds a book. It looks like it was written by Celestia herself, and is titled, 'An Alicornian Autobiography'.