Most information about Hellboy's wife, including her name, has not been revealed to the reader. All that is known is that she was "born in Spain, but served in Hell" and that she knew she would be "bound for the burning sea", possibly implying that she was a human who engaged in dark arts that damned her soul. Upon meeting Hellboy, she makes several mentions of him being a king, maybe indicating she knew of his prophesied destiny as the ruler of Pandemonium.
She encountered Hellboy during his drunken trip in Mexico and married him after a night of partying. In the morning, a sober Hellboy noticed her demonic appearance for the first time and the two had an altercation which resulted in her death. (Dark Horse Presents #31 and #32)
She wound up in Hell where she took the form of a snake and waited around the halls of Pandemonium for her husband to join her there, where she hoped to help him fulfill what she believed to be his destiny. When he arrived, she subtly influenced him to murder Satan, though he did not realize she was there (Hellboy in Hell #2). Later she confronted him directly, and pushed him to accept his destiny but to do so on his own terms. She said that he could not start a new life before finishing his old one. This lead to Hellboy bringing the apocalypse to Hell and completely overturning the order of the land. She has since gone into hiding. (Hellboy in Hell #9)