So I rewatched the first two episodes of season 3 and then the last. I have to say, it makes a lot more sense - espeically with Luna waving Star Swirl's book at the end of the 2nd episode. I think the two things that really threw me off was 1) how the next step in twilight's training wasn't mentioned in the bulk of the season. With season 1, the grand galloping galla was brought a few times and it was known from the very beginning that it was going to happen. (It may have been known within the community from the beginning, but I only joined this forum and starting following any real news last week so...) Even just a line or two from Twilight or some pony saying how they wondered what Celestia meant by "the next step in her training". Just a little something to remind us that she would be going further. 2) the fact that she suddenly becomes not only an alicorn, but a princess. I mean I guess this is technically right since her brother married into the royal family and all but I wish they had gone into what being a princess meant earlier on or at least talked a bit about Celestia's role and how she became a princess.
Anyway, my thoughts. I hope this all makes sense. I kinda pieced it together as I was watching the episodes. I'm sure more will be explained in season 4.