There are a few rumors about what will happen on Season 4. Here are some of them.
1. The season premiere will show Twilight adjust to being an alicorn princess.
2. The other five will join her.
3. Princess Cadence will have a foal.
4. The Cutie Mark Crusaders will get their cutie marks at last.
5. Trixie will return.
6. Nightmare Moon will also return, but I don't think it will be Luna this time.