As I recall, Celia's own father intended to banish Rosalind because he felt she overshadowed his daughter. When Rosalind went in to exile, Celia went with her because she was so deeply attached to Rosalind. Throughout the play Rosalind has a much stronger role. She is the most memorable character in As You Like It, while Celia seems like only a minor character. Rosalind has to protect Celia and tell her what to do from the time they both go into exile and end up in the Forest of Arden. There is no doubt that the two young women love each other, as the first answer above states.
celia is not completely overshadowed by rosalind. As rosalind's father , the banished duke , has gone on an exile the people pity rosalind more than celia. But apart from this rosalind and celia are very friendly and affectionate towards each other.