Note: I ask, which Alicorn Princess would you serve, not who is your favorite, or who do you feel you are most like.
For example, I feel that I am most like Princess Twilight Sparkle, but my OC is a sworn EUP retainer of Princess Luna. However, my OC's family stayed loyal to Princess Celestia through all the years of Princess Luna's exile and only returned directly to the latter's service when, thanks to the Mane 6 (that is, Princess Celestia) her banishment ended. Therefore, to truly serve Princess Luna is also serve Princess Celestia. And further, all the world's major religions basically agree that God, the Supreme or the Ultimate Reality is Love. Princess Cadence is certainly a super-powerful Avatara of Love. Is it not true that to serve the Equestrian Monarchy is also to serve Love?
What does it mean to serve an Alicorn Princess? Well, there's always the EUP Guards. There are local levels of government all over Equestria that are devolved from Canterlot's suzerainty. There is a vague nobility. There are all kinds of retainers, decorators, dry goods merchants, planners and craftsponies and caterers who all provide their various goods and services to the Princess Alicorns. There are special messengers and envoys. Twilight Sparkle is not Princess Celestia's ONLY student, even if she's the Star (heh-heh). Does your OC serve any of the Alicorn Princesses? Do you? How? And in what capacity?
If you are confused or hadn't given it much thought and you want to, go to a place where you will not be disturbed. Put on the music you will find here:
Headphones work best. As you listen to the music, sit comfortably, and clear your mind. As you maintain your focus on each of the 4 Alicorn Princesses, using the images provided below, also consider everything that MLP has meant to you, everything FIM has meant to you, and everything that the Mane 6 has meant to you. How does all of that relate to each of the Four Alicorn Princesses, and by serving which of the Four could you best manifest all of that? The group portrait reminds us that the Equestrian Monarchy is composed of nothing but Unity. To serve one is to serve all, but you must serve one to serve all. In the presence of which Alicorn Princess do you find yourself spontaneously becoming your OC? Which Pony Princess gently leads you into Pony Consciousness? Pony Consciousness is Compassionate Consciousness, and we all need that now more than ever.