The living embodiment of death, in a matter of speaking. She describes her job as ‘ferrying the soles of the deceased to their true home’.
Lady has been there for everyone who has died, until recently. Wil Scarlet, using bizarre and potentially unsafe magic, managed to latch onto her spirit and drag her into a body, essentially giving life to death. His reasons aren’t fully understood, but he seems to have developed a crush on her after at least one brief stint with death.