I have heard that the MLP show will broadcast an episode featuring the brother of Fluttershy. My guess is that Fluttershy's sibling is a younger brother who turns out to be a male Alicorn who was actually born that way. Princess Celestia sends Fluttershy's brother to live in Ponyville where he can be trained by Princess Twilight Sparkle and the rest of the Mane Six so he can learn how to exercise his powers in a mature matter.
He calls his older sister "Shy", "Big Sis", and "Sis". He also befriends Scotaloo, Sweetie Bell, and Apple Bloom.
It's a few months since I first wrote this blog post, so I have to admit that "Flutterbro" will NOT be an Alicorn.