Well, it's an ancient civilization of crystal ponies who lived north of Equestria. Long ago, an evil unicorn named Sombra abused dark magic to enslave the crystal ponies and the empire. Celestia and Luna banished him and destroyed his body, but he cursed the Crystal Empire as he fell, banishing it to be concealed by the snow.

Not long after the wedding, his curse started to fade, and the Crystal Empire returned. We were sent to help Shining and Cadence protect the Empire... because Sombra was also revived, though as a strange, shadowy creature.