ANY COMMENTS SAYING SHE WAS BORN AN ALICORN WILL BE FLAGGED AS SPAM. That was never directly stated in the show.
*tosses headcanon around*Filly-
Celestia, known as Sun Petal when she was younger, was just a normal unicorn.Teen Mare-
Normal teenaged mare. Around Twilight's age at this time.Teen Mare; Rising to Power-
Sun Petal and her sister Moondust discover the Tree of Harmony and learn how to harness its powers. Sun also finds out she is also a very powerful magic-user.Mare; Alicorn Transformation-
Sun and her sister became alicorn goddesses (and soon after, the Princesses of Equestria) once they discovered their true purpose of guarding the land.Mare; Pre-Godhood-
Now being known as Celestia, this new princess is still learning the ways of Equestria.Mare; Godhood-
Now a fully grown goddess, Celestia and Luna rule in harmony for thousands of years. This is the stage when Luna becomes corrupt (Nightmare Moon) and she is banished to the moon.