There are three types of genetic mutation.
1) Addition
2) replacement
3) removing
Each of these happens during DNA replication, or when DNA tries to copy itself. My guess, as I'm no biologist, is that there was an error in DNA replication during the development processes in the womb, and it created an alicorn.
Gene mutations, as said before, genes will mutate in order to adapt to the surroundings.
This
The only alicorns are Celestia and Luna. They aren't genetic mutations, they're gods.
Maybe it's a rare mutation