When you’re magically spawned into existence without anyone having asked your permission first…
 
Unlike her sister Ophelia who was born into this world through the process of a natural birth, Percy’s arrival was a bit… unorthodox.
 
For reasons unknown to any pony, Persephone seemingly spontaneously combusted into existence. Appearing snuggled soundly between a sleeping Twilight and Discord, much to their shock and belated excitement once it was discovered that they’d had a baby. Somehow. In their sleep.
 
It’s theorized that the power of their love and the bond they shared in their relationship (mixed in with a bit of chaos magic as well most likely), that it caused the creation of a love-foal between them; without the usual fornication process.
 
Twilight Sparkle was a bit rattled at first, but quickly warmed up to her new baby. Discord was of course ecstatic, shoving cigars into every pony’s mouth who came to witness the new princess. And Ophelia simply thought it was neat and had mentioned that “her plan had worked”. Whatever that means. 2 year olds say the darndest things.