When we speak of vectors in their component representation:
$x = \{ \xi_1, \xi_2, ..., \xi_n \}$
with respect to some basis $\{ e_1, e_2, ..., e_n \}$,
this means the linear combination
$\xi_1 e_1 + \xi_2 e_2 + ... + \xi_n e_n$.
But, this implies that if we let $y = \{ 1, 0, ..., 0 \}$, then $y = e_1$
So, $e_1$ must have component representation $\{1, 0, ..., 0 \}$, $e_2$ has $\{0, 1, 0, ..., 0 \}$, and so forth.
Given this, what sense is there to speak of an orthonormal vs an "arbitrary" basis? Isn't the axis aligned orthonormal basis the only basis possible?
A basis being orthonormal is dependent on the inner product used. Have a think: why are the coordinate vectors $(1, 0, 0, \ldots, 0)$ and $(0, 1, 0 ,\ldots, 0)$ orthogonal? Traditionally, if they were just considered vectors in $\mathbb{R}^n$, then under the dot product, they are orthogonal because their dot product is $0$. But, does taking the dot product mean anything here? Dot products on coordinate vectors won't necessarily correspond to the inner product on the space.
However, and this is what I think you might be getting at, it is true that any basis can be made orthonormal with an appropriate inner product! If you take a basis $(e_1, \ldots, e_n)$ on a real vector space (without an inner product), and define an inner product by $$\langle \lbrace \xi_1, \ldots, \xi_n \rbrace, \lbrace \mu_1, \ldots, \mu_n \rbrace\rangle = \xi_1\mu_1 + \ldots + \xi_n\mu_n,$$ i.e. doing the dot product to the coordinate vectors, then we form an inner product under which $(e_1, \ldots, e_n)$ is orthonormal. (It's a nice little exercise to show that such a bilinear map is indeed an inner product, and that $(e_1, \ldots, e_n)$ is orthonormal.)
So basically, I wouldn't say that non-orthonormal bases are impossible, as given any inner product, most of our bases are not orthonormal. However, I would say that every basis can be made orthonormal by equipping the space with the right inner product.