Gwendolyn is the Valkyrie princess of Ragnanival, the youngest of two daughters of Demon Lord Odin. She is also the wife of the Shadow Knight Oswald. She is very loyal to her father and dreams of nothing more than gaining his approval, but as her story progresses she begins to realize that there is more to life than being an obedient soldier and eventually finds her true purpose.
Being a Valkyrie, Gwendolyn is a brave woman, willing to march to battle for any reason and unafraid to die in combat, even welcoming an honorable fall. But she is also a sweet, kind and caring young woman. She grapples with inner fears and doubts, most of all that she has never been loved by anybody in her life. This causes her to seem like a lost child in dark world filled with pain and sadness. As a result, she fervently seeks her father's love and acceptance. She struggled with jealousy when Velvet was found and received the love Gwendolyn yearned for so much, and for a short period of time flirted with the plan of allowing her to be sacrificed by General Brigan's schemes, which would make her her father's only surviving child.
After coming to terms with her fate as a banished Valkyrie married to the shadow knight Oswald, she eventually comes to accept her love for him and becomes very protective of him, marching again to battle three times over for his sake. Through Oswald she finally obtained the love she wanted, and finally overcame her inner doubts of herself. Normally Gwendolyn gives respect were it's due, but she can become fiery with those that insult her or those that she cares for, such as when she reacts with anger over Brigan's plans to usurp Odin, or Inferno King Onyx's open insulting of her husband.
Gwendolyn is described to be under the Lawful Good alignment in her storyline and through out the game.
Gwendolyn normally dresses in standard Valkyrie battle armor, which consists of heavy leg armor and a light top with a wide skirt to allow her wings the space needed to allow Gwendolyn to fly. She normally wears a small tiara with what seem to be miniature replicas of her wings on either end covering her ears. Like this, she keeps her white-grey hair in a bun. Occasionally, she wears a formal dress once worn by her mother. While dressed like this, she also leaves her hair down, revealing it to be fairly long. Gwendolyn's eyes are a very dark shade of blue, bordering on black. She also appears to be quite young and very beautiful.
As a Valkyrie, Gwendolyn has limited ability to fly with her wings that are located on her hips. While in the air she can also perform dive-bombing attacks. Her Psypher gives her the unique spell Shadow Ally, creating a shadowy duplicate of herself to aid her in attacking. While she is initially easily bested by Oswald and nearly killed, she later proves herself to be a competent spearwoman, and manages to defeat a number of powerful characters throughout the story, including the mighty Snake King Leventhan.
- Gwendolyn's role is the same as Lif's ("Life"), in the norse mythology, she being the only woman surviving Ragnarok.
- It is very likely that Gwendolyn is based on the Valkyrie Princess 'Brunnhilde' from Wagner's Ring Cycle. Both have a father called Odin, and they are both woken from a deep sleep by the kiss of a prince (Siegfried for Brunnhilde, Oswald for Gwendolyn).
- Gwendolyn's story is the last to end in the main storyline, mostly due to a rather large break in action (Thirty act's worth) during which she was asleep.
- Gwendolyn is one of the two crownless lords spoken of in the Erion Saga, owing to her banished status.
- Gwendolyn is the mother in who's arms Leventhen is said to sleep in, hinting at her role in destroying him.
- Gwendolyn is voice in Japanese by Ayako Kawasumi who also played the character of warrior-woman Saber in the anime Fate/stay night. Gwendolyn's relationship with Onyx, voiced by Tomokazu Seki, strongly parallels the relationship between Saber and Seki's character in Fate, the arrogant king Gilgamesh. Like Onyx and Gwendolyn, Gilgamesh obsessively desired to "possess" Saber because of her beauty and strength, but was rebuffed because he did not respect her.
- Gwendolyn bears personality traits being born as a youngest children: Kind, self sacrificing, gentle and also fierce. Griselda even hinted that even though she is brave, Gwendolyn is 'lenient'.