REA possibly canon? Mild spoilers inside.

[Kendrick]

My initial though on the Alicorn question was that she is a princess. Perhaps that is a distinction. Royal family and all that.

And there just isn't room to discuss every pony that could be in the show. There has to be a first appearance whenever it may be.

It's like Shining Armor being twilight's brother without us having heard of him before. Bit the rest of the Mane 6 obviously had.

We don't get to see every conversation or interaction the ponies have...

[Stainless Steel Fox]

I still want to know her origin. For that matter, I'd love to know the origin story for Celestia and Luna. We know they weren't always around, and it's implied that they came to power only after defeating Discord.

Is the alicorn template a recessive that pops up in the unicorn genome, or possibly only happens when you cross a unicorn with a pegasus? I can see that in that case, normally the cross just produces a unicorn or pegasus off-spring, but once in very long while, you get an immortal, super powered alicorn.

Or maybe it's just restricted to Celestia's/Luna's bloodline. It would explain how you have non-alicorn royal family, like Blueblood. Cadence is therefore Blueblood's distant cousin, and presumably of the same generation.