Love how this came out <3 Headcanon: Lyra and Twi are childhood friends. They were both bullied in Magic Kindergarten(Twilight for being a bookworm, Lyra for her obsession with aliens)and eventually decided to stick together because of that. Lyra was Twi's crazy friend that tried to get her to do ''totally safe'' things. 8D However, once Twilight became Celestia's pupil, they started to drift apart because Twilight was too busy with her studies. Lyra often made attempts to becomes closer to her again, but they always failed.
The first time we see Lyra is in S1E1, where she's waving at Twilight but Twi ignores her cause she's too busy worrying about Nightmare Moon. That day, Lyra finds out that Twilight is moving to Ponyville under the princess' orders. As a last attempt to save their friendship, Lyra goes to Ponyville after Twi.
However, all that Nightmare Moon shit happens and Lyra never gets a chance to talk to Twilight. In the end she realizes Twi got new friends and is happy with them, so she just gives up on talking to her. She stays in Ponyville however, because she never liked Canterlot(Bad memories from bullies and her bitch of a mom), and eventually makes new friends.
....The only thing that inpired me for this headcanon was Lyra's 2 seconds long appearance in the beginning of Mare in The Moon..... ouo;;;
my headcanon is slightly different, but close enough. They grow apart, each living separate lives, lyra marrying bon bon and having a kid, twilight being twilight, lyra travels to canterlot one day to meet with her parents, and she see's twilight.
Headcanon accepted.