Pepsi_Al 
"[@Scrounge":](/1118137#comment_4957867): An excerpt from The Journal of the Two Sisters:
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***Celestia:** They knew that Alicorns stood for everything Equestria was founded upon: love, harmony, and friendship. And because Alicorns are a combination of Pegasi, Unicorns, and Earth Ponies, they believed that we could represent the citizens of Equestria in an unbiased manner-all ponies being equal in our eyes. So they asked us to be their princesses._
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This line heavily suggests that Equestria's founders found about the Alicorns, somehow. As well as also suggesting that Alicorns have existed since before Equestria's founding.
Also:
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***Celestia:** Because Alicorns age at a different rate than the rest of the pony races, Luna and I don't have our Cutie Marks yet. Being a "Blank Flank" at our age never felt unusual. I've always known that I would get my Cutie Mark at the proper time._
*
This heavily implies that neither Celestia or Luna have never known a time where they were anything besides Alicorns. Which, logically, would mean they were born as Alicorns.
Ald lastly:
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***Luna:** See, when we ran and flew in the hills of Canterlot, we'd pretend we were princesses, and talk in **The Royal We,** being all formal and stuff._
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This line pretty much tells me that Celestia and Luna grew up in Canterlot before they became princesses. So, unless Canterlot wasn't considered as a part of Equestria when the two of them became princesses, I don't see how Flurry Heart is "the first Alicorn baby in Equestria".
And I brought up the figure of a millennium mainly because that seems to be the last anyone in-universe hears of any Alicorn besides Celestia and Luna at least before Cadence goes through her ascension.
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***Celestia:** They knew that Alicorns stood for everything Equestria was founded upon: love, harmony, and friendship. And because Alicorns are a combination of Pegasi, Unicorns, and Earth Ponies, they believed that we could represent the citizens of Equestria in an unbiased manner-all ponies being equal in our eyes. So they asked us to be their princesses.
This line heavily suggests that Equestria's founders found about the Alicorns, somehow. As well as also suggesting that Alicorns have existed since before Equestria's founding.
Also:
_
***Celestia:** Because Alicorns age at a different rate than the rest of the pony races, Luna and I don't have our Cutie Marks yet. Being a "Blank Flank" at our age never felt unusual. I've always known that I would get my Cutie Mark at the proper time.
This heavily implies that neither Celestia or Luna have never known a time where they were anything besides Alicorns. Which, logically, would mean they were born as Alicorns.
Ald lastly:
_
***Luna:** See, when we ran and flew in the hills of Canterlot, we'd pretend we were princesses, and talk in **The Royal We,** being all formal and stuff.
This line pretty much tells me that Celestia and Luna grew up in Canterlot before they became princesses. So, unless Canterlot wasn't considered as a part of Equestria when the two of them became princesses, I don't see how Flurry Heart is "the first Alicorn baby in Equestria".
And I brought up the figure of a millennium mainly because that seems to be the last anyone in-universe hears of any Alicorn besides Celestia and Luna at least before Cadence goes through her ascension.