Here are the things we do know about her:
- Claims not to have a physical body
- Burnmarks on her body
- One eye closed and marked
- Wields the Blade of Calling, whose item description refers to her as a "kindling maiden"
- Knows a lot about the Frenzied Flame, and fears it. Will set out to kill you if you get the Lord of the Frenzied Flame ending.
- Hints that she is fulfilling her own will by sacrificing herself to burn the Erdtree and suggests her mother might have had a similar purpose in mind for her long ago.
- Has a lot of detailed knowledge about Marika
- Datamined game files refer to her as "MaricaOfDaughter"
So based on all this, I think we can put together a pretty solid case that she was a daughter of Marika, and probably an empyrean, who was tasked by her mother with serving as kindling to burn the Erdtree in a previous (and aborted) attempt by Marika to end the age of the Erdtree and the Golden Order. We can also surmise that this plan somehow involved the Three Fingers and the Flame of Frenzy (my belief is that it meant harnessing the flame itself to burn the Erdtree, but Melina came to see the Frenzied Flame as a malign force at the moment it began to engulf her, and managed to keep it from engulfing her spirit, even as her body was consumed.) But she still believes that the Erdtree needs to be burned so some form of order can be restored to the world, which is why she encourages you to use the Forge of Giants' flame to do it