"It was you who rescued me? Why, thank you. I am Sieglinde of Catarina. I don't know how I ended up in that crystal... It wasn't terrible in there, but I could hardly move. I must think of some way to repay you."
According to Sieglinde, she is seeking Siegmeyer to impart her mother's last words to him. However, she encounters him after he has already been hollowed and is forced to kill him. She heads back to Catarina after the deed. Little else is known about her.
Introduction after being rescued in Duke's Archives
It was you who rescued me? Why, thank you. I am Sieglinde of Catarina. I don't know how I ended up in that crystal... It wasn't terrible in there, but I could hardly move. I must think of some way to repay you.
Speaking to her again in Duke's Archives
Oh! Have you seen my father? You wouldn't miss him. A suit of armour, just like mine?
Thank goodness! I knew he was here somewhere. Well then, now I must find him. Thanks again, truly. Now if he'll just stay put, and keep out of trouble.
Yes, I see... But if you should happen to bump into him, tell him that Sieglinde is on her way, and that he ought to just stay put. And again, thank you kindly.
Speaking to her at Firelink
Oh, hello again. We're both managing quite well, aren't we? But I haven't found my father yet. Have you seen him?
Really! Then I must be off. I'm sorry he's caused you trouble... He has a knack for that. If he'd just stay put...
Yes, I see. Well, I had to ask. I will continue searching a bit longer. Thank you so much.
Speaking at Firelink after saving Siegmeyer in Lost Izalith
Well, hello again! I have finally located my father. All of your help was invaluable to us...Thank you so much. I was finally able to pass on my mother's last words.
My father? He went on his final adventure. Don't worry, that's just the way he is. Undead or no. Sort of reassuring, really. If he goes Hollow, I'll just have to kill him again.
Speaking at Ash Lake
My father...all Hollow now...has been subdued. He will cause no more trouble. It's finally over...I will return to Catarina. You assisted us both greatly. I can hardly return the favour, but please accept this. It's of no use to me now.
Oh, father...dear father... (Sobbing)
What in the...! What the devil?! Yes, now I see. You are one of the bad ones. Then, there's only one thing to do with you.
Being killed by her
Rest assured. I will kill you as many times as it takes.
Unlike the player character and most other NPCs, Sieglinde is probably not Undead. In the text dump, Siegmeyer laments the fact that Sieglinde came all the way to Lordran to find him, and that such an action is dangerous due to her status as a "normal" human. After she completes her quest, Sieglinde mentions that she is "returning to Catarina"—one of the few places that is never mentioned to be undead. Since the undead and hollow are abhorred by the rest of the world, she would not otherwise be able to return to her home, unless she herself was not undead.