In Lesson Zero, Twilight worries about being sent back to Magic Kindergarten, and we see her daydream about a room full of foals teasing her:
In the back row on the right, we have a filly with both wings and a horn: an alicorn. I've generally heard (and assumed myself) that this was an animation error.
In the new season, however, this same error seems to be cropping up a lot. In fact, it's happened in each of the episodes with a "rainbow key".
Rarity Takes Manehatten:
Just after the intro sequence, as the Mane Six are walking the streets of Manehatten
Rainbow Falls:
When the Cloudsdale team first shows up with their cheerleaders
Pinkie Pride:
Rarity even gets in on the alicorn action
As they say, "once is an accident, twice is coincidence, three times is a conspiracy." I realize that this question may be difficult to answer with the season unfinished, but is there any significance to these background alicorns?
To avoid pure speculation on the current season and the "lock-box of harmony", answers quoting the show staff on the subject are preferred. AMA responses, Twitter posts, tongue-in-cheek answers, etc. are fine, but something from DHX is preferred over speculation. That said, an answer of "no, we don't know anything official at this time" may simply be correct, and I'll just have to wait and watch the rest of the season.