from source:  
“More Headcanon: Celestia was originally a unicorn and Luna originally a pegasus (I go back and forth thinking they were born alicorns, but it’s fun to think otherwise too) which makes some sense because Celestia is so magically endowed she can move both the sun and moon while Luna’s wings gave her affiliation with the sky and she preferred to fly by moonlight. When Luna learned the magic of the moon and stars she gained a horn while Celestia’s desire to join her sister in the sky eventually gave her wings. Prior to being able to fly, Discord was strong enough to lift a younger Celestia and they spent many hours flying about happily. Then, of course, something happened and when Celestia came to show Discord her new wings he jeers and ignores her. What happened between this time and Celestia getting her wings is up for theory and fanfiction.”