Lady is a freelance demon hunter who assists Dante. A human, she is skilled in acrobatics and armed close quarters combat. Lady has black hair, eyes of different colors and a signature weapon, the Kalina-Ann (a customized missile launcher, similar to MANPADS). She was named Mary by her father, Arkham, but she renounced the name when he murdered her mother. Lady first appears in Devil May Cry 3, when she refuses to identify herself to Dante; he replies, "Whatever, lady!" Lady formalizes her name in the game's denouement when she shoots Arkham, telling him that Mary is dead. Recalling how she met Dante and Vergil and how Dante picked the name "Devil May Cry" for his shop; it was something she said when she tried to console Dante for the loss of his brother.
Source: Wikipedia, "[en.wikipedia.org/wiki/Characters_of_Devil_May_Cry%23Lady Characters of Devil May Cry]", available under the CC-BY-SA License.