I just saw someone ask if Twilight thought she had died from that fall and went to some sort of heaven. But nope. Three alicorns were telling her she was very much alive (the painful leg confirmed it). They also told her that the mountain passes back to the steppes was already blocked from the winter snows but she was welcome in their home.
The elder pair were obviously a bit reserved about taking in this little unicorn but Cadance was ALL about having a new friend.