Lucia is one of four hirable mercenaries and Melissa's slave. She used to be a reputate swordsman before. she got infected by Abadon parasite
Lucia were a powerful and reputate adventurer before. Even Lilina heard some stories about her. She's the wind Sword wielder. But she got infected by an Abadon Worm made by Melissa and became her toy. If the player did the Abaddon's bad end A, Liliana become Melissa's plaything and Lucia's sister.
We know nothing about Lucia's previous personality, but now, she's a pupet, Melissa's toy. She's happy to serve her and be excited to be used for her experiences. She's also really lewd : when Lilina become a futanari due to Melissa's experience, she become excited and ask to have fun with Lilina's penis. She also enjoy to have Lilina as a sister if she were brought to Melissa while infected by Abaddon worm
Lucia is the more powerful companion that you can have : she mastered a lot of skills by using her wind blade. Her physical strenght is the highest of playable characters. Howerver, she also have the weakliest magical stats, making her highly vulnerable to magic.
Note also that you cant remove her wind sword and her Abaddon Terramorphous armor.
Robert: This is Lucia's father. Robert could be responsaible of Lucia worm's infection because he got the magical stone who open Abaddon's lair in Island village. Since Lucia become Melissa's toy, we dont know if she ever remember of him.
Melissa : Melissa submit Lucia by the Abaddon worm. Lucia now enjoy her pupet life and never complain about Melissa's order. She do absolutly everything for her.
Lilina : Lucia have no interest for Lilina, except if she raise a penis or if she become her sister. We dont really know if she can really have feelings for someone else than Melissa...