Once upon a time, when Equestria was still young and even the sun and moon needed help to be raised, there was three pony sisters with wonderful voices, Adagio Dazzle, the eldest, Aria Blaze, the middle one, and Sonata Dusk, the youngest. Orphans since a really young age.
They performed for their village, enchanting everypony with their looks and voices…but envy spreads fast, so one night a group of villagers went into their houses taking their collars, the last thing the sisters had from their mother, and threw them in a lake. Desperate, the sisters went into the lake trying to save them…but they drowned in the process.
They were reborn, as spirits of pure evil, the Sirens, not using their voices for entertainment, but for generating discord among the ponies.
It was said that Starswirl the father banished them, after they had a "battle of the bands", but that is just a tale. In reality it was Starswirl the son and the pillars who banished them to a place without magic.