1) The parents of Celestia and Luna, Queen Constellatia and Cosmos, had an unusual relationship. Cosmos was a being made of pure magic and stardust, almost divine in nature, his kind only had the purpose of watching over the firmament, seeing the ponies dreams and being reborn every hundred years or so, they weren't designed to love or to even feel. Cosmos got way too curious over the ponies customs, and one day when he was observing the rulers of Equestria, he met Constellatia (First Encounter). Constellatia was born with the gift to understand the stars and had a connection with the firmament, she understood Cosmos, and became his friend, due to this she reached by herself the ascension to Alicorn. Cosmos grew fond of her, he didn't really get her affection towards her, but cared deeply for her, even trying to visit her often. Constellatia was kind of sad, she never imagined that her true love would be so…distant, but she understood that he wasn't a pony, and didn't really belonged to earth, his place was among the stars.

2) "Did your "spatial consort" visited you last night?" "…how did you know?" "You have stardust in your mane, your majesty"

As i said before Starswirl was the most intimate friend of Constallatia, they had been close since they were foals, and he was the only one that believed her about Cosmos. He stayed by her side during her whole pregnancy with both of the princesses, and was the closest thing they had to a father, Constellatia joked around with him calling him "the royal foalsitter", not only because he cared about the princesses, but for his own adopted son Stygian as well. When the princesses were born Constellatia told her kingdom that they were born out of stardust and love, everybody took it as a metaphor, but only Starswirl knew the truth behind that.

3) The first words that Cosmos said when he met Celestia were: "She isn't scared of me, she is radiant and brave and full of happiness"
When met Luna his words were: "She is as calm as a night breeze, and as beautiful as the stars"

He couldn't stay around as much as he would like, but he visited them in their dreams as often as he could.They never had a nightmare when he was around.

Fun fact! Celestia was born at noon, while Luna was born at midnight.

4) A portrait of Princess Celestia Eterea of Equestria and Princess Luna Cressida of Equestria. It is said that it took much longer than it was planned because Celestia had the habit of hiding half of her face with her mane.

5) "…When the queen got very ill, she called her two daughters, told them to be brave and stay together, to protect Equestria and that she loved them more than anything, she held their little hooves and from her horn she poured all of their magic over them, we were blinded by a white light, and the next moment we saw the princesses collapse to the ground, one with a new horn and the other with a pair of wings, they had become alicorns, our dearest Constellatia had passed out, leaving the young princesses to rule…" Extract from Starswirl's personal diary.

The status of alicornhood grants you a longer lifetime, but it doesn't protect your from illness,you have to be connected to the elements of harmony to be immortal/protected by them. The stars shone brighter than ever the night the queen died. Cosmos never visited her daughter's dreams again, it was as if he died with her.

Celestia was 15 and Luna was 8 when their reign started.