Freyja is the main antagonist of Book IV from Fire Emblem Heroes. She is a Dökkálfar, and queen of Dökkálfheimr, the realm of nightmares.
According to Freyr, Freyja was ridiculed for having a mark on the underside of her nose as a child. As a result, despite her beauty having blossomed and several sought to court her, Freyja rejected all others and focused her affections solely for her brother, as he was the only one kind to her.
Contrary to her more benevolent and kind brother, Freyja is rather uncaring towards humans, as while Freyr laments the fact they turned humans into ljósálfr and dökkálfr, therefore stripping their mortal lives, she has no regrets about it since this saved their world and now sees them as little more than tools to further her plots.
This is in large part due to how she was often mocked her for appearance, despite being timid and compassionate when young. When Freyr became the only person who looked out after her, she grew up admiring her elder brother Freyr so much that she would do anything for him.
(Source: Fire Emblem Wiki)