What did surprise everyone was that it was Luna that encouraged Celestia to pursue a mate. The usually stoic mare was tired of her sister pestering her about mating and urged her to 'get off mine flank and find a mate of thy own'. Celestia followed her advice, finding her interest falling upon her former student turned princess. With Twilight, she could be open and rely on her to help when she needed. While Celestia is an elder who knows much more than anyone alive, she tends to think too far ahead and lose track of the present. Twilight's mild obsession's with organization and procedure helps ground her, even if Twilight takes it a bit far sometimes.
Twilight was the most shocked, having hidden her crush on her mentor. How could she not be? to find that the most beautiful and amazing pony in Equestria was interested in her was… well, lets just say, Twilight was very very doubtful (and fainted). Twilight struggled to get past her mild worship in order to properly court Celestia.
After a long awkward date, they began opening up to one another, with Celestia confessing that she felt guilty for pursuing her. Their positions as well as their relationship with one another was bound to be seen as improper by many. She feared how others would view them but was assured by Twilight that no matter how others saw them, their relationship was their own business. That all that mattered was that she knew Celestia to be a kind and considerate mare who deserved to have happiness. And that if that happiness could be fulfilled by Twilight, she was eager to take on anyone who tried to stop them.
They courted for a long while, mostly because Luna was not about to allow her sister to marry so abruptly. It would be improper! Soon after their vows, Celestia found herself to be pregnant, much to the shock of Twilight. Alicorn biology was not very well understood so no one knew what caused this. Some said it was magic, others said it was a spell and Celestia just smiled and neither confirmed or denied any theory.
Twilight would just blush and stammer before changing the subject.
I'll be honest, I've never given much thought to the relationship between Twilight and Celestia in my verse. They are together for only a short time and since Celestia isn't featured in the present, it never really occurred to me the how's of their union.