With Twilight's recent treatment since Season 5, nothing was brought to light on how she feels about losing to people like Starlight and Chrysalis. Until now.

This story is based off a scene in Star Trek: The Next Generation where Picard confides in his brother about his experience being held captive by the Borg and his emotional break down afterwards. In my mind, Twilight is trying to hide it from her friends, so she goes to someone else to confide to. I chose Moon Dancer. Can this former recluse help her old friend like she helped her? Here it goes.

(TWILIGHT SPARKLE is in Canterlot where she comes across her old residence. It is looking in much better shape since the last time she visited. The concerned princess walks up to the door hoping she finds answer. TWILIGHT knocks at the door. The door opens. It is MOON DANCER.)

Moon Dancer: Twilight?
Twilight: Hello Moon Dancer.
Moon Dancer: How did you know I was here?
Twilight: You weren't at home or the library. Something made me think that I would find you here. Can I come in?
Moon Dancer: Well it's technically your house.

(TWILIGHT enters)

Twilight: You really cleaned this placed up.
Moon Dancer: When one wants to study here, they wouldn't to be disheveled.

(Both ponies laugh)

Moon Dancer: So why are you in Canterlot? Is there another lecture? (Scared) Are we danger?
Twilight: No. No. I just break. It's just been a little stressful at home lately.
Moon Dancer: Where's Spike?
Twilight: He's at the castle. I felt that I needed to be alone for awhile.
Moon Dancer: Without Spike? He never leaves your side.
Twilight: Well, he doesn't know I'm here. When I said I need to be away from, That meant Spike too.
Moon Dancer: So no pony knows you're here? Not even Celestia?
Twilight: Not even her. I wouldn't expect her to understand. (Before MOON DANCER can respond she changes the subject) But enough about me. How have you been?
Moon Dancer: Well, I've been studied Hagar's study method with your notes, and I almost got the hang of it.
Twilight: But?
Moon Dancer: I can only be in the book for about 5 seconds before I feel like I'm being...well flattened. I don't if I'm doing it right or putting in the right amount of magic.
Twilight: I've time on my hooves. I can help you with that.
Moon Dancer: Twilight, why are you really here?
Twilight: I told you.
Moon Dancer: No. You're avoiding the issue. We were friends once upon a time ago but I still remember how you get when you're hiding something.
Twilight: I-
Moon Dancer: You went to a lot of trouble to find me, No pony knows you're in Canterlot; not even Spike, and you're trying to find something else to talk about. Now what's going on?
Twilight: I just can't.
Moon Dancer: Can't what? Is it your student?
Twilight: No. its-. Wait. How do you know about Starlight?
Moon Dancer: Everypony knows that she's your student. They've calling you Celestia 2.0 since you're her teacher now.
Twilight: (Offended) Why would they think I'm Celestia. Let's get on thing straight. I am not Celestia.
Moon Dancer: I know your not.
Twilight: I'm not the one raises the sun on a daily basis. I'm not struggling day by day to make there's no war between nations. I'm not kidnapped by some powerful creature every time it comes and has to have her student rescue her because she meant for it to happen or she's...just old!
Moon Dancer: Twilight!

(TWILIGHT stops and realizes what she just said)

Moon Dancer: What happened? (beat) What did Starlight do to you?
Twilight: Everything. She needs to use magic for even the most simplest of things. She mind controlled my friends to take care of friendship lessons. She nearly destroyed the map because she was bent on petty revenge by erasing my life! And she's still doing it!
Moon Dancer: If I didn't know any better, I'd say you're jealous.
Twilight: Jealous?
Moon Dancer: Yes. Jealous because some pony can do advanced spells that others consider to be dark or they're new spells of her own making and you can't counter act it. Just like that one experiment.
Twilight: What Experiment?
Moon Dancer: In magic kindergarten. We were trying to make a compound that changed color. It was suppose to be red, blue, then purple in that sequence. Ours went red, purple, then blue. We didn't get a bad grade, but you were so upset you tried over and over again trying to figure out why the others got it right and you didn't.
Twilight: This is not the same.
Moon Dancer: How's it is not? You hate that some pony has just as much talent as you or more and just can't let it go.
Twilight: (On the verge of tears) You try being kidnapped by changelings in the middle of the night.
Moon Dancer: What?
Twilight: Me and my friends were kidnaped by the Changeling queen along the rest of the royal family and Starlight had to save us.
Moon Dancer: She did?
Twilight: Her and others, including Discord. I was stuck in a cocoon in her hive and couldn't do anything about it. And the worse part is that I didn't even know what was happening.
Moon Dancer: (Softer tone) You really were trapped. I think I'm getting it now.
Twilight: You don't know Moon Dancer. You weren't there. You never had more magic and a title handed to oyu and just after you've defeated a powerful centaur, get a castle with a map that takes you to a pony who made feel helpless for the first time in your life! She stole my cutie mark. Mine and my friends'. Then she used time travel to erase my history. She planned every detail and potential outcome out and I couldn't stop her. (TWILIGHT'S voice begins to crack and tear begin to fall) Chrysalis comes back just whisked me away like it was nothing. I knew something was wrong but I could wake up. I would open my eyes a little bit but I couldn't move. I tried. I tried so hard. But I wasn't strong enough. I wasn't good enough. I'm not Celestia. I should've been able to stop them. I should've...
Moon Dancer: (Pause) So, you're still just like me after all.
Twilight: Huh?
Moon Dancer: Twilight, just because you're an alicorn now doesn't mean your invincible.
Twilight: I know.
Moon Dancer: You think you do but you don't. You're not omnipotent.
Twilight: I feel like should be. I'm suppose to protect Equestria and save my friends. And now, I'm some pony has to be saved. I hate that feeling.
Moon Dancer: No pony likes feeling helpless. I'm sure you're friends feel the same way. Why didn't you tell them how you felt?
Twilight: Because I don't want them thinking I'm weak. And I don't want Starlight to know I'm feeling this way and her being mad or sad because of me.
Moon Dancer: I see.
Twilight: I'm proud of her, but it's scares me to think that I'm still vulnerable and that I had to have some one come and rescue me. Me.
Moon Dancer: Maybe she was meant to meet you, so she could rescue you. (Beat) The two of you didn't meet in the best way, but you changed her. You opened her eyes like you did with me when it come to giving friendship another chance. You gave her the chance to know that she's not alone and that could make new friends. If you never met Starlight Glimmer, the changelings still would've captured, taken over Equestria, and who knows what would've happened to you when if that happened.
Twilight: She probably was going to keep us trapped or kill us.
Moon Dancer: I'm still learning friendship all over again, but I do know that not telling your friends or even Celestia how you feel is not going to help. Starlight needs you more than you realize, so do your friends. Without you, they're the ones who are powerless and Starlight can't access your magic for it to work. Even with that crown on your head, you're still learning new things. That's what makes you unique and what makes you a better princess and better pony.
Twilight: (Wiping her eyes) Thank you Moon Dancer. I really wanted to talk to someone not from Ponyville, I didn't know how much I needed to hear that.
Moon Dancer: Well, some pony did the same for me. And she's still amazing to me.

(MOON DANCER places her hoof on TWILIGHT'S. The princess embraces her friend much to the unicorn's surprise.)

Twilight: I think I'm feeling better now.
Moon Dancer: Good. Um...I don't suppose you could still help me with that spell?
Twilight: Of course I can. And I know the perfect book.

(TWILIGHT searches her old bookshelf and finds a storybook.)

Moon Dancer: Why this one?
Twilight: I think that something like this is a good start to figure out what the problem is. And I've always like "Where the Wild Horses Are". Its good for any pony who needs to get away for awhile.
Moon Dancer: (Smiling) So how long do we have?
Twilight: The whole day. Are you ready?
Moon Dancer: Yes.

(The two ponies ignite their horns and their bodies turn into light as they transport themselves into the book.)