She’s the jaded mentor from an icy post-apocalyptic dimension that was destroyed. She has no home to go back to and is running against her own clock of destruction to find the one who ended her world. She hunts anyone who messes with the dimensional continuum as a result, but would much rather talk some sense into them if at all possible.
That’s the gist of her back story! She only feels cold due to her world being an ice hell and she tries to use her friendly disposition to get what she wants before resorting to her brute force wolf side.