"In the MLP comics, it's revealed that entities called Nightmare Forces are responsible for Princess Luna's transformation into Nightmare Moon. For them to cause harm, they "need a form to take," i.e. possess. It's one of my headcanons that these forces only go after abnormally powerful ponies (like the princesses or elements of harmony) and don't waste their time with any average denizen. Another headcanon is that they feed off negative emotion, and use it to chip away at the potential host. The more damaged the host, the more likely it is that they will give into the Nightmare Force's will and become their puppet. Being creatures of darkness, they likely had the power to appear to only certain individuals, like their current target.

Lastly, I think it would have been plausible that said Nightmare Forces harassed Princess Celestia during those 1,000 years that Luna was gone, feeding off the despair and regret she kept buried over entrapping her sister in the moon. Certainly they can have more than one host at a time, and one being incapacitated was very inconvenient for them.

Celestia would have to constantly fight against their influence and keep her head held high for her kingdom, all alone.

Idk just some weird thoughts I've had for a while."