Princess Cadence was in foal with Flurry for 11months which is pretty standard, however, there were many concerns surrounding her concieving and her being the first mare to carry while having under-gone the whole alicornifying process. Her pregnancy was documented and privatley studied with her permission. The labouring process was long and drawn out, however the only suprise that was not anticipated was Flurry being born with both wings and a horn. It was later concluded that this was down to the magic process that granted Cadence alicornship obviously interfering with her biology and altering her, ultimatley making Flurry Heart a magical hybrid that merely mimics Biological Alicorns like Celestia and Luna (Equus Alicornis). The reason Luna and Celestia were surprised by her being born with both wings and a hron is that Bio Alicorns like luna and Celestia are born with vestigial wings that are can be concealed underneath the skin until the individual reaches Sexual and Magical maturity and either go into a short hibernation-like process after which they emerge with fully functional wings (This HC sucks but im trying to work with what the canon has given us, so I might change thisGiggle)
Nursing foals in public: Princess Cadence being the Princess of all things love related decided that once Flurry was strong enough to stand and had been formally introduced by Queen Luna and Queen Celestia, that she would take her first steps outside onto the Crystal balcony while nursing. This is a highly debated topic amongst ponies, and royal-blooded foals are never usually introduced until after weaning. Cadence wanted her subjects and all other ponies to recognise that nursing was natural and neither sexual or something to be hidden away as the majority of society suggests. Usually nursing of foals is encouraged to be done behind close doors or in private, especially in more upper-class environments. Foals in the mlp world depending on genetic makeup tend to vary in stature at birth, Earth Ponies tend to be stockier and chubbier foals, while unicorns tend to be more on the lanky side and Pegasus foals tend to be covered in a fluffy down type coating with an average stature. After week or so the foals begin to get lankier as they grow height wise until the age of around 3 years old. Unlike RL horses the canon bone is not fully formed at birth however they do stand within the first few hours.
Shining armour while technically a Prince by marriage doesnt tend to really aknowledge this and is more than happy being cheif commanding officer for the entire royal guard