How so? The claim goes that the introduction of Shining Armor, Twilight's Brother, and Cadence, Twilight's foalsitter, came out of nowhere with no previous build-up. In actuality, it seems like some fans aren't very familiar with the show's episodic format.
While there's an underlying plot to the show, My Little Pony (Friendship is Magic or otherwise) is by no means serialized or plot-heavy. The lack of major continuity nods is very much on purpose as each episode (and two-parter) are made to stand on their own as their own self-contained story. Hence, why "Swarm of the Century" didn't continue into the next episode with Ponyville being rebuilt. This so nobody really has to watch it in the order that it's aired since you won't find much of an overarching storyline that way (you could say the Grand Galloping Gala build-up was one but it still didn't require you to watch in order).
Inherently, this is by no means a bad method when it comes to TV and MLP isn't the only that uses it. If you're just getting into a show, this format allows you to jump into any (single parter) episode in any order without being bogged down by continuous storyline that requires you to watch every episode thus far to understand the events. A lot of Bronies were brought into the fandom this way. In addition, when Hasbro wants a new toy shown, the writers can easily introduce it into the shown in one episode (after which it'll neeeeeever be seen again).
Of course, the cons are that while FiM doesn't disregard continuity the way the likes of "The Grim Adventures of Billy and Mandy" would, the lack of certain details in order to make sure the episode can be as stand alonish as possible leads to Bronies scratching their collective heads as certain parts (whatever they may be). Not to mention that it was stated that the episodes might not be in chronological order (Winter Wrap Up occurring before Fall Weather Friends is a head scratcher), something left to viewer's interpretation.
Yes in a technical sense as they were barely if ever alluded before in previous episodes. So they did actually come out of nowhere.
No in the sense that "A Canterlot Wedding" is somehow the end of an epic storyline that spanned across Season 2. Which it isn't. It's a stand alone story just like any other episode but in two parts. There was no need to mention or foreshadow them period.
The lack of build-up was because there was no need to with an episodic format. Hell, many cry foul at this yet stuff like Sweetie Belle revealed to be Rarity's sister in "The Stare Master" gets a free pass.
But can Shining Armor and Cadence fit into canon? Not to some but here's my rationale:
"Why didn't Twilight says anything about her brother or foalsitter before?"
Because she was never asked. Simple as that. Twilight never talked about her family as far as we're concerned (aside from a small mention and cameo in "The Cutie Mark Chronicles"). And why should she? Hell, she has less reason with Cadence since she likely outgrew her foalsitter when she became a mare/teen/whatever and hardly saw her again. You don't go talking about personal stuff like your family and foalsitter without reason and Twilight never had one. Is that somehow too much of stretch?
"Why didn't Twilight know about Cadence's full name?"
Cadence likely used this nickname as she figured fillies would have trouble pronouncing her real name. Twilight likely heard it once but was use to calling her Cadence that she forgot as time went on.
"Where was Shining Armor and what he was doing during the incidents with Nightmare Moon and Discord?"
He's the Captain of the Royal Guard and his special power provides a good answer. While he isn't as versatile as his sister, he could provide near perfect protection to whatever he could cover with his shield. During the Summer Sun Celebration he was probably holding a shield over Canterlot, and during Discord's escape he was likely keeping watch over whatever ponies he could.
"Why wasn't he at Twilight's birthday?"
Spike wasn't there and her parents weren't there either. It was most likely work as the Captain that got in the way.
"Why did he see Twilight get her Cutie Mark?"
He was probably at school (for being a Royal Guard, no doubt). They never said it was on a weekend.
I think I've said what I needed to say. Next time, we're gonna get really controversial with a scene many know and loathe.
See you soon.