Luna's use of "we" (the royal plural) and her tradition of shouting to be heard provides both comedy and a look into her out-of-touch nature. Costumes:

However, her booming "Royal Canterlot Voice" and archaic mannerisms terrify the townsfolk, who still associate her with her former villainous persona. While Twilight Sparkle attempts to help Luna modernize her social skills, Pinkie Pie leads a group of foals in a game of being "playfully scared," which Luna mistakes for genuine terror . Discouraged, Luna nearly reinstates Nightmare Moon's darkness before learning that being scared is actually part of the holiday's appeal.

It is in Ponyville, a holiday where ponies dress in costumes and offer candy to a statue of Nightmare Moon to avoid being eaten. The festivities are interrupted when Princess Luna arrives in person, intending to join the fun.

Dressed as a Shadowbolt, spending the night pranking others with lightning clouds.