Gwynevere, Princess of Sunlight

Gwynevere is the supposed daughter of Gwyn, the Lord of Cinder.

Location
Gwynevere is located in a room above the area in where you have fought Ornstein, the Dragonslayer and Smough, the Executioner, behind the door with the bonfire in front of it.

Plot
Upon meeting with her for the first time, she will bestow to the player the Lordvessel, a large, golden bowl which is necesary for opening the final area in the game as well as providing the handy effect of allowing the player to warp themselves to various bonfires. Gwynevere will offer to initiate players into the Princess' Guard covenant.

Attempting to damage Gwynevere will kill her, causing Anor Londo to become dark, all regular enemies to disappear (with some new ones spawning) and for Blade of the Darkmoon members to invade you there.

Backstory
There are clues as well as inferences made in game that suggest that Gwynevere is actually an illusion created by her sibling Gwyndolin for the ultimate purpose of manipulating the player into linking with the first fire.