Diana is a former citizen of Caldia, the island nation of witches and wizards off the Southern Continent of MÄR-Heaven. Very little is known about her time in Caldia, though from what is known Diana, and her sister Dorothy, belonged to an aristocratic wizarding family. It was Diana who trained Dorothy to use the ÄRM Zephyrus Broom, as indicated by a flashback in the anime, and it is also possible she was its original wielder. It is also known that she made dolls for Dorothy and repaired them when they were broken, one of which she later was the later Chess Pieces Knight Pinocchio. While to Caldian and her little sister she was a caring figure and a well-liked citizen, Dorothy says that Diana insatiably covet nearly everything since a young age.

Source: Wikipedia