Personal headcanon: before Luna went completely batsh*t crazy she forced herself on a noble in Celestia’s court who rejected her. She was banished shortly after giving birth, and Celestia took care of her descendants ever since, and now she’s the only one who remembers where these mortal Princes originally came from.

@semerl  
Well, probably not that close since he’d have to be either less than a year or thousands of years old, but I don’t recall anything in the show saying that the Royal Sisters were or are celibate.

sigh
 
From the wiki:  
Lauren Faust stated that Celestia’s nephew had no name in the show (before The Best Night Ever aired), and that he’s the “great great great great great great great great great great great (and probably even more greats) nephew on Celestia’s and Luna’s mother’s side, about 52 times removed, roughly speaking.” He was originally a Duke but was changed to a Prince per Hasbro’s request.
 
Please, look this shit up first.

Supposedly, he’s a distant relative descended from Celestia’s mother.
 
An alternative explanation is that he’s related to Celestia in a similar fashion as Cadance.

I’m a strong supporter of the “Luna’s son” thing. Any questions?

I think the weirdness of this character has to do with him not being allowed to be called Duke Blueblood like he was supposed to.
 
Though the best I can come up with is that in the past, Celestia and Luna would have children with mortals, and produce Greek style demi-Gods. They stopped doing this because, like Greek demi-Gods, they all turned out to be raging, blood loving psychopaths. Even if the power has stayed in the blood, the jerkass attitude has.

I have a theory that Blublood is actually not a blood relative but that he is descended from the same familey as Princess Platinum and that Celestia and Luna were adopted into the family
 
And so any children of the King and Queen at the time would be their step siblings and thus Blueblood is a step nephew 50 times removed

@gittonsxv  
Thank goodness Cadance avoided that, huh?
 
 
Wait…

@NostalgiaSchmaltz  
True, to be Celestia’s nephew or her great great great great nephew, he has to descend from Celestia’s sibling whether it be Luna or a pony not yet identified.

i always thought he was adopted and the reason he acts like a stuck up jerk is because he went from a poor orphanage with nothing to royalty and power in a day, turning him into an immature self absorbed brat.

Who cares, someone just needs to beat the shit out of him, for being a dick to Rarity

There has been no good answer to this so far. The fact that he’s apparently “Celestia’s nephew 50 times removed” makes no sense.

We’ve been over this.
 
And still have no good answer.