Twilight Sparkle was interested in a lot of things, star gazing, antiques, history, magic, there was a lot of things that the purple unicorn liked... though there was one thing that she couldn't admit that she had a fascination for, conspiracy theories. Despite her belief in Pinkie's bizarre assertion that she had a "Pinkie sense", Twilight Sparkle affirmed that as a mare of science and logic, she couldn't buy into the bizarre conspiracy theories of Equestria. There weren't a lot of conspiracy theories out there but there were more than enough for Twilight to look into, like the strange theory that the Chrysalis that attacked Canterlot was actually Luna in disguise, or the theory popularized by Lyra that there were humans living in Equestria.
Twilight had always steered clear of conspiracy theories but she had to admit that some conspiracy theories tended to make a modicum of sense, after all, why was Luna so absent during the attack on Canterlot and why did she ask if she'd missed anything like she hadn't known anything had happened? Twilight figured that if she could research and find credibility in the theories of science then she could at least entertain the theories of conspiracy, though she couldn't exactly admit that to any pony......... no pony except Fluttershy.
Fluttershy was a nervous pony and it didn't exactly surprise Twilight that Fluttershy bought into a decent amount of conspiracy theories, which is why she was so terrified of everything. Then the fateful day came that Twilight herself started to formulate her own conspiracy theories to share with Fluttershy.