As long as you don't try to push your headcanon on other people as if it is definitive canon, and as long as the actual canon material doesn't contradict it completely then it's fine. For example in My Little Pony: Friendship is Magic, I am of the headcanon that Princess Celestia is a manipulative genius/chessmaster who fucks up on purpose in order to test Twilight and/or groom her into becoming her replacement. There is definitely some evidence at least to support this idea and it's never completely shot down, but I can see why people just think she's stupid. Meanwhile the idea that Celestia and Luna are only able to move the Sun and Moon via "special connections" to them or other such tomfoolery, is a complete fabrication that is contradicted by how magic works in the setting alone. You can't show me Sweetie Belle being unable to move a feather because it's (and I'm quoting her directly here) "too heavy", and then try and tell me there must be more to the Princesses moving the...
