Thought of this little gem some time ago, but the wing sorta killed it for me. I need to work on how the wings are, really.
Canon to her story, Sprite is an understudy to Luna. She studied under Celestia's guidance until Luna was freed from her lunar prison, where she switched over. Obviously, day time to night time transitioning wouldn't be easy, so often she would fall asleep next to, or on Luna. Luna never minded though, as it gave her the reassurance that at least someone enjoyed her night, and she had someone to take under wing much akin to Celestia and Twilight.