Connections:


Both are members of a non-human race of beings (Ponies and Saiyans) with them being considered prodigies in their areas of expertize, having shown great interest and quick learning on what they most like even when they were young (In Twilight's case it would be magic and studies, in Goku's case it would be martial arts).
The two of them didn't really socialize in their beginnings (Twilight wasn't interested on making friends, living in her house on Canterlot with Spike, meanwhile Goku mostly stayed in the mountains alone, in the house he lived with his grandpa Gohan) but then duty called and they ended up embarking on an adventure where they met friends along the way (Celestia sending Twilight to Ponyville to make friends and Bulma taking Goku with her to collect the rest of the Dragon Balls).
They both are associated with star themed objects, this same objects are part of a set of items with the same characterstics, this have been entire plot points for their stories and retain a great power that had helped the protagonists several times (In Twilight's case it would be the Element of Magic, one of the Elements of Harmony, and in Goku's case it would be the Four-Star Dragon Ball, one of the Dragon Balls).
Both of them would fight a member of royalty that at first were evil and had selfish desires, but then this same royals would end up redeeming themselves and becoming someone good (In Twilight's case it would be Princess Luna and in Goku's case it would be Vegeta). In fact she has a lot of friends that in the past had tried to destroy her and/or her friends (In Twilight's case it would be Sunset, Starlight, Trixie or Discord, meanwhile in Goku's case it would be Vegeta, Piccolo, A18 or Buu).
Both of them despite being very good at what they do and normally passionate about it, they are also good persons and want to help others, but sometimes they tend to let this traits get out of their hands, sometimes even bringing problems to others due to it (Twilight has always been good in studying and performing magic, but sometimes she has let her logic and desire to please others get out of control: One example is in the movie when she tried to steal from the Hippogriffs because she was desperate to save Equestria, meanwhile Goku's desire to fight while giving him a big determination had led to him making questionable choices: Goku destroying the Potaras to fight Buu or even giving Cell a senzu bean).
Both of them achieved a higher transformation thanks to an ancient ritual that involved gathering the energy of other 5 people and transferring it all into one to achieve a superior state (In Twilight's case it was Starswirl's incomplete spell that drew the power of the rest of the Elements of Harmony which helped transform her into an Alicorn after discovering new magic and in Goku's state it would be the Super Saiyan God transformation, which combining the power of 5 righteous Saiyans to reach the divine transformation).
Both of them had to face bug like beings who's abilities revolved into absorbing to gain more power and using the abilities that other had for their benefits but despite their efforts they wouldn't be the ones who end up destroying this beings but other people close to them would be the ones (Twilight confronting Chrysalis who ended up capturing her and her friends too but finally both Cadence and Shining Armor would banish Chrysalis back to her kingdom, Goku fighting against Cell but dying in the process, leaving Gohan as the one who finishes Cell off).
Both of them would face off against peoples that had the wrong type of thinking regarding things like friendship or camaraderie (Cozy Glow who only wanted "friendship" to gain power and Jiren who thought that friends only made someone weak), they also faced evil tyrants that organized an invasion to try and get sources of power and rule everything forever (The Storm King and Frieza).
They also had to protect their worlds from ancient twisted horned beings who had the ability to steal others' powers (Tirek and Moro), with the protagonists having to use their full power to try and stop them (The Power of Four Alicorns and Mastered Ultra Instinct).

"Super Friends" Goku vs Twilight Sparkle (Dragon Ball vs My Little Pony)