Glory haunts Max in his visions, along with other people Max couldn't save. Her appearances often shake Max into action by either terrifying him or providing guidance. Glory is seen reaching her hand out which later saves Max from inevitable death from a crossbow arrow. Glory also refers to Max as "Pa" in one vision, even though she is not his daughter.
Behind The Scenes
Calling Max "Pa"
In early test screenings, the character of Glory in Fury Road referred to Max by his name instead of calling him 'Pa'. This line was obviously changed in the final movie creating a lot of confusion among fans of the franchise who remember that Max had a son instead of a daughter. It is unclear as to why Glory refers to Max as her father, one possibility being that she called him like that to signify his age rather than blood relation.
Mad Max (2015 PC / PS4 / Xbox One)
A character named "Glory" appears in the 2015 Mad Max video game. However, that character's storyline differs significantly from the official canonical version presented in the comic books.