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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Woona is actually a full grown Luna inside a Lotus-Eater Machine

Knowing that Luna would be trapped in the moon for a long time, Celestia cast a spell that would cause Luna to see her imprisonment as a fun adventure instead of maddening isolation. The Nightmare Woon is actually Luna subconsciously struggling against her own darker half.
  • Considering this, the Eclipse during the confrontation (with Celestia watching) and baby blanket would take on great meaning.
  • The broken note may indicate that Celestia has some knowledge of what is going on inside the adventure, or possibly even control of it to some extent.
  • The queens of the Lunar Maria and the Bat Ponies represent Celestia: graceful, kind, loving rulers who help guide Luna on her quest and comfort her when she feels homesick. Also note that the former is a unicorn while the latter is a pegasus, which both match Celestia's description.
  • Alternately, it's Nightmare Moon she's trapped inside, and the things that try to kill Woona are Nightmare Moon trying to get rid of what goodness she has.
  • This MAY be Jossed given the recent revelations...

The Three Lunar Stones are actually three of the Elements of Harmony

Specifically, they are the three stones that Luna represented before she went Nightmare Moon.
  • May be confirmed, as Discord implies that Celestia sent Woona to the moon this time to retrieve three of the Elements of Harmony so they could defeat Discord once and for all.

The pumpkin's name is Absolutely Nothing Else, and it insists on being addressed by name

The Bat Ponies will aid Luna by wielding the other two Lunar Stones
Going with the previously mentioned theory that they're three of the Elements of Harmony.
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