Lady Death is one of the most powerful beings in all of Marvel Comics and makes her debut appearance in Marvel Super Heroes and re-appear in Marvel vs. Capcom: Infinite. Death is the reason why Thanos is the way he is, having fallen in love with her.
Death is also associated with Deadpool as a potential love interest.
Role in Marvel vs. Capcom: Infinite[]
Death's role is relatively unknown, but it is known that she allied herself with Jedah to achieve his goal of restoring the balance between life and death, ultimately playing Thanos for a fool by making him the unintentional creator of Ultron Sigma. Upon knowing this from Iron Man, an angered Thanos vows to destroy Death and Jedah with the power and of the Satsui no Hadou he stole from Ryu.
Death meeting Jedah
Due to the cliffhanger and setup of the ending, it's likely that she will be one of the main antagonists accompanying Jedah and the rest of any other upcoming villain.