Reyna was a Solamnic Knight from the planet Ansalon. Along with fellow knights Onvo and Acnan, Reyna at some point ended up being trapped on the Planar Sphere which eventually ended up on the Prime Material plane.
In Baldur's Gate II, soon after launching the sphere, you will meet Reyna. She will introduce her self and tell you of what is ahead.
If you take the Sphere as you own, you will be tasked with sending Reyna and the other Solamnic Knights home. You can either leave them where they are, speak to Prelate Wessalen and ask him if he would accept the knights into his service, or for 9,000 GP get a mage known by Ribald Barterman to take them back to their home.