Long ago, according to the history books. There was a time and universe that related to our normal lives here in Equestria, but with more darkness and tyrany.
Princess Celestia herself became dark and controlling, forcing those that fought her rule banished or worse. Then a soothsayer told of a hero born in Westmanester, to the west of Appleloosa, within one of the old family clans. Then Celestia sought this "Child of destiny", to not reward, but to kill all those that threatend her "Almighty Rule" were put to death.
But her sister, Princess Luna, thought otherwise, and his the child in the Everfree, to train him, and have him serve the right path and save Equestria.
This tale, written by the daughter of that heroic stallion, is not made to be known.

((This is an alternate universe that sets it's time in the real MLP universe between Seasons 2 and 3, and before Twilight-corn.))