Who She Is
Guest at Satan's ball, condemned thirty years ago to find, on waking, on her own bedside table, the handkerchief (see Frida's handkerchief) with which she smothered her newborn son. She appears in chapters 23 and 24: at the ball she only repeats her own name, like someone calling for help.
Frida, Frida, Frida! My name is Frida, oh, queen!
Trajectory
In chapter 23 she climbs the ballroom stairs among the dead guests whom Margarita receives. Before she arrives, Korovyov tells her story: she worked in a café, the owner called her into the pantry and, nine months later, she gave birth to a boy, stuffed a handkerchief into his mouth and buried him in the forest, and since then a housekeeper has been placing the handkerchief on her bedside table.
I've burned it in the oven, I've drowned it in the river, but the handkerchief is still there and nothing helps.
When she says her name, Margarita gives her some advice, and it is to this hope given that she later refers when explaining to Woland why she asked on her behalf.
Then drink until you're drunk today, Frida, and don't think about anything
After the ball, when Woland asks Margarita what she wants as payment, Margarita hesitates between asking for herself and asking for Frida, and chooses Frida first.
I want them to stop handing Frida the handkerchief with which she smothered her own baby.
Woland does not grant the request himself, because he says it is another department's business, and orders Margarita to do it. She calls Frida by name, and Frida runs in and falls to the floor before her.
You are forgiven. They will no longer hand you the handkerchief.
Themes Embodied
The standard themes that run through her are Guilt and Compassion and charity, the latter through Margarita's request.