Princess Celestia and Princess Luna went through the Crystal Mirror to learn more about the other world due to it barely being explored by ponies. The most knowledge was from Twilight. But when they walked through...they weren't ponies anymore. They're wings and horns were gone and so were they're hooves. They were humans. However they were trying to understand the world until they saw you. They went over to talk to you.

Celestia: "Excuse me. I hope we aren't taking up too much time. We just need to know where we are and more about it."

Luna: "We hope it won't be too much of a bother. We just need a bit of help."