Twilight was never informed of the fact that she had a sister and wasn't truly Shining Armor's sister. She was adopted by her current parents after her true mother had to leave her with someone to protect her from evil. What she didn't know was that she was closer to her sister than she realized because her long lost sister was none other than the Princess of Love ... Cadence and only one person in all of Equestria knew the truth and that was Celestia herself because she herself had a secret she had been keeping from Twilight, Luna, and Cadence involving family.