Luna wasn't the only princess with insecurities, but Celestia as well. Celestia has an evil side called Daybreaker who is powerful.
Celestia is more powerful than we think she is.
Daybreaker unleashes her full power while Celestia holds back. That's what she's been so insecure about.
Can Twilight help make her feel better?
Very nice!
That's how I see Celestia, too.
I have written a story sometime ago that deals with the same fear.