[Why does Twilight Sparkle always stress over what Celestia thinks of her? Why does Twilight always treat even simple tests as if the fate of Equestria is in her hooves? To prevent nightmare scenarios like this...]

Twilight doesn't prepare adequately for an important test and fails. Princess Celestia, feeling particularly malevolent that day, kicks her out of the school for Gifted Unicorns. On her way to the Canterlot train station to board a ride to her brother's new home in the Crystal Empire, Twilight tries to cheer herself up with a song....

From "The Crystal Empire."