Nyx

Nyx is rumored to be the daughter of Princess Luna and Discord. However, Luna is more in a romantic relationship with King Sombra, and Discord is more in a romantic relationship with Princess celestlia, so I don’t think that this is true. Twilight sparkle adopted her when she found her all alone in a box in the rain that said, “free to a good home.” She adopted her, and she and Spike created a bond of a brother and sister. However, it is stated that Nyx and spike are NOT related. She has an evil form called Nightmare Nyx. This is probably the reason why people think that that Nyx and Luna are related.

Nyx is one of the Alicorns in mlp.