Tear Jerker / All The Way Back

• In the first few months after her return, Luna has recurring nightmares of the Shadowverse which — unlike her normal Dreamwalking — she can't control. At first she sleeps with Celestia to have someone to hold when she wakes up in terror, then she seduces Pumpernickel for essentially the same reason, and when she realizes that she can't keep sleeping with Pumpernickel or she'll wind up taking carnal advantage of him, she just sleeps alone and toughs it out on her own. This is an immortal Alicorn, tormented by bad dreams, who gives up the most obvious means of comfort because she doesn't want to do something to hurt one of her sworn guardsponies.
• Luna very obviously considers herself to be a bad pony because of her original rebellion against her sister and the terrible consequences it had for Equestria. Yet, every time she has to make a moral choice in the story, she chooses good over (even minor) evil. It is painfully obvious that Luna is harder on herself than is anypony else. We know that Twilight Sparkle, the pony who actually led the fight against her as Nightmare Moon, rather likes Princess Luna. Celestia is right in An Extended Performance when she says that the only thing she can't manipulate her sister into doing is realizing her own goodness.
• When Luna travels to Dunnich — which was the Crystal Empire refugee town of Dounitza over a millennium ago — she is painfully reminded that everypony she knew in her earlier life has long since turned to dust. She's basically lost all her friends, including Snowdrop, Princess Iolite and the Lady Tourmaline. (Losing Ruby was one of the events that triggered her Start of Darkness).