Luna is best princess, but few want (or even know the origin of) her dream abilities explored. In FIENDship is Magic #4, Nyx were introduced as creatures living on the moon and being victims of Nightmare Moon’s trickery to learn their techniques. Did they teach her ALL of their techniques? After all, ancient decree of theirs says that only Nyx can craft the dreams of ponies…but we clearly see Luna- not necessarily crafting dreams, but dream walking, being able to link the dreams of an entire town of ponies, and giving sentience and will to living nightmares to enter the waking world. (which seems like something NMM would do)
Even more interesting is dialogue from the Nyx. One named Gaiman explains that they’ve had a connection with ponies since the time that history began, and that they were ENTRUSTED to create the dreams of ponies.
Why dreams of ponies, specifically? And WHO or WHAT were they entrusted by? Gaiman implies that whoever or whatever the Nyx answer to in their line of work is probably older than the royal sisters, if their relationship with ponies goes back to the annals of history.