Sunny wasn't Celestia's first child and it's hard for her not to see the past running alongside her youngest daughter.

Bright Moon was her first daughter, born a few years after Luna's banishment to the moon. Bright Moon represented something of a new leaf for Celestia, a way to start over after the loss of her entire adopted family (Gaius's death, Discord's imprisonment, Luna's banishment). She dedicated herself entirely to her daughter and wife Wind Chaser, who was the former head of her guard. Bright Moon was cheerful and smart as a whip; she tirelessly dedicated herself to the city of Canterlot, helping turn it into the cultural landmark it still is in modern day. She married and had a family that still continues on in Prince Blueblood, though they've largely lost themselves in pageantry and old glory. Celestia still feels some connection to them, though they seem a hollow cry from the innovative ambitious ponies she remembers. Bright Moon died rather suddenly of a heart attack only a few years after her mother Wind Chaser passed away; it hit Celestia very hard and she swore off having children for a time, content to help with Bright Moon's grandchildren and great grandchildren.

Several centuries passed and she drifted away from her child's decedents. Eventually she met and fell in love with a kind, gentle Kirin ambassador named Candlelight. They knew it was controversial when they married but didn't care. The pain of Bright Moon's death had dulled somewhat and they had a son named Sparks. Sparks was a little ball of sunshine, always exploring every nook and cranny of the palace and fascinated with his Kirin ancestry; he would grill his father for every detail of Kirin history and was so proud to be the child of a Kirin and an alicorn. Candlelight and Celestia doted on him endlessly and they were a happy, tight knit family unit. Their peace was shattered one night when someone slipped poison into the royal family's meal; not only did Sparks die that night, but the poison and trauma had such a ravaging effect on Candelight's body that he was sickly and weak for the rest of his life. The loss of their little prince cast a dark cloud over Equestria; when it was revealed that an extremist group that was against non-pony creatures was behind the murder, almost the entire kingdom rallied behind Celestia and Candelight. They never had more children however, both due to fear and because of Candlelight's failing health. They loved each other fiercely for the remainder of his life, and Candlelight died ten years after his young son.

It took many many years for Celestia to recover from the trauma of what happened to Sparks and Candlelight, and even now she still bears the painful scars from that period of her life. Discord was her first real relationship since Candlelight and they took it very slow (Discord has his own relationship trauma after all). Becoming a mentor and mother figure to both Cadence and Twilight were instrumental in Celestia learning to trust her instincts again, and be willing to open up her heart to others.

You'd be forgiven for thinking my favorite of my next gens is Sunny, since somehow I've managed to draw her the most. But you'd be wrong! I actually just love Celestia and Sunny gives me an excuse to barf a bunch of headcanons about her on people.