In that case, Princess Luna used to be known as Nightmare Moon, a while ago. She tried to cast all of Equestria in an eternal night.
Generally speaking, unicorns like myself can do magic. We can all do basic things like levitating objects, but each pony has their own specialty. Mine happens to be shields. Pegasi can, of course, fly, and earth ponies, those without wings or horns, tend to be physically stronger and have other things they're good at.
Alicorns are pretty rare, ponies with horns and wings. My wife, Princess Cadance, is one, and my sister only recently earned her wings. I'm not too sure how that works, though. They're usually considered royalty in some respect. Their magic is usually stronger than everyone else's, and they have more of a variety of what they can do than your average unicorn, like me. [Average compared to his sister, anyway. His pride in his sister is obvious when he talks about her, though.]