I find their relationship very interesting, for a number of reasons… Here are some random headcanons I have for them-
1. They bond a lot over both being reformed "monsters". They both have times where they feel guilty about their past transgressions, and worry about if they might happen again. Luckily, the other is always there to comfort them and reassure them that everything is going to be okay.
2. They often sleep pressed together like this. When Discord has nightmares, Luna will appear in his dreams and sing to him. When Luna has them, Discord will nuzzle her and wrap tighter around her, and purr (the steady rumble is enough to comfort her).
3. Celestia and Twilight were both very concerned when the two's relationship became public, but warmed up to it overtime, and after seeing how head-over-heels they were for eachother.
4. They were very hesitant to start officially dating at first. They were unaccustomed to giving and receiving affection, and were constantly worried they might hurt the other. Eventually, though, they got a feel for their relationship, and got much more comfortable being with eachother romantically.
(5). In my nextgen universe, the have a son, Moonshine!