Here's how the sleepover at LPS goes and Nyx shows her wings in The Beginning of the Chronicles
Narrator: Later, that night. Nyx was joining the Crusaders at Littlest Pet Shop for a sleepover.
Zoe Trent: It's nice for Nyx to sleep over with us.
Penny Ling: And Snowdrop too.
Snowdrop: Thanks, Penny Ling.
Nyx: It's a honor inviting me here guys.
Vinnie Terrio: Hey, any friend of the Crusaders is a friend to us.
[Then a fly buzzes by]
Mitzi: Uh, Nellie, Joy, Aranea, could one of y'all take care of this sucker.
Joy: I got it. [grabs it]
???: Oh, please! [laughs] You think those tiny paws can catch a fly?
Joy: Oh, it's Ritchey!
Ritchey: You're just little spiders. Tarantula's are more muscular than you, I am the future!
Apple Bloom: No you ain't, you dumb hairy arachnid! Joy, Aranea, and Nellie are the best spiders better than you.
Ritchey: Oh, yeah? Who says?
Scootaloo: We say!
Vinnie Terrio: Why do you think tarantula's are better?
Ritchey: Because lizard boy! I am the most popular arachnid on the planet, and I eat insects, mice, birds, and reptiles, just like you!
Button Mash: Hey look, a hawk!
Ritchey: HAWK!? Where?!
Button Mash: Gotcha!
Ritchey: Bite my hairy flank.
Button Mash: [looks at it] It doesn't look hairy to me.
Ritchey: Neither is yours, meat bag. [to himself] Dumb colt. [outload] But what's the matter ladies? The 3 itsy bitsy spiders miss their mommy? [blinks 5 times] [laughs]
Aranea [war cries but is held back by Nellie and Joy] I'LL KILL YOU!!
Ritchey: I love to fight. But I gotta go. Scorpio, lay the music.
[But no music is playing]
Ritchey: What are you doing?
Scorpio: Dude, you can play the music, I mean I know you.
Ritchey: Oh, says the scorpion and best friend who orders dvd's online! Come on! [grabs his tail and he crawls away]
Vinnie Terrio: [groans] That rude tarantula, if I had my way, I'd eat him!
[another fly goes by which Vinnie catches with his tongue and eats]
Blythe: Hey, who want's to play "Truth or Dare"?
Minka Mark: I do! I do!
Blythe: Alright. Here we go. [spins the bottle]
[the bottle points at Pepper Clark]
Blythe: Pepper, "truth or dare"?
Pepper Clark: Truth.
Blythe: Okay, what is the truth of how I can talk to animals?
Pepper Clark: Well, since you came out the dumb waiter.
Blythe: Alright, next. [spins the bottle at it points to Penny]
Blythe: Penny Ling, truth or dare?
Penny Ling: Dare!
Blythe: What's your dare?
Penny Ling: I dare Nyx to tell us a secret she's never told anyone before.
Nyx: Like what?
Penny Ling: Just anything. Anything off the top of your head.
Nyx: Well, I can’t really think of anything to tell you, but… [she glanced back at her vest.] There… is something I can show you.
Sunil Nevla: Oh? What is it?
Nyx: I think it’s better if I just show you, but you have to promise not to tell anyone else. Twilight, Thomas, and Rarity know, but they told me I couldn’t show anypony what I’m about to show you.
Joy: Whoa, this has to be good if Twilight told you to keep it a secret.
Areana: Let alone, Thomas.
Nyx: Well, yes..
Snowdrop: Go on, Nyx.
Nyx: [heads into a closet]
[after a short while Nyx comes out, not wearing her vest. And everyone stares at her]
Nyx: [to herself] I knew it. [she turns her head away prepared for what the others might say.]
Russell Ferguson: You look amazing!
Pepper Clark: Yeah! Why didn’t you tell us sooner you had wings?
Nyx: Well, Rarity told me that if ponies knew I had both a horn and wings, they would get jealous of me. I didn’t ask for them; I just have them, and—
Sweetie Belle: Oh, yeah! You could so make Diamond Tiara and Silver Spoon jealous.
Vinnie Terrio: Even the those 2 twins would be jealous!
Nyx: But aren’t you jealous? Rarity said everybody would be, and I don’t want to make you all jealous.
Zoe Trent: Jealous? Us?
Russell Ferguson: Yeah, I'd never seen a young alicorn before. Sure, there are several adult ones, but this is different.
Sunil Nevla: But, why do you even have wings at all?
Minka Mark: I know! Someone must've glued them on!
[everyone looks at her blankly]
Minka Mark: What?
Penny Ling: No, these wings weren't glued on. [grabs the left one and rubs it] This is 100% real.
Blythe: Maybe it's one of those crossbreeding principles. Nyx's mother could be a pegasus and her father a unicorn. Or vis versa.
Russel Ferguson: Yeah!
Zoe Trent: Well, whatever it is. Nyx is still a friend to us. Wings or no wings.
Blythe: Alright, let's continue. [spins the bottle]
[Then after a few games, they all turned in for the night]
[however, outside, there was a Sith Droid]
Sith Droid: [floats away]