Younger sister of the Goddess Freya, she governs the destruction of all beings. Understandably, her power has been sealed (perhaps by her own sister, just as she sealed Lenneth's memories). Frei looks like a young human girl, is quite cheerful with an eloquent look; however, her innocent acts and behaviors are sometimes cruel. Frei treats Lenneth, like Freya, as her real elder sister.
Frei doesn't have a major roll in the game, in fact, you only see her three times. The first being at the beginning of the game when Lenneth is first summoned to Valhalla. Frei greets Lenneth outside of the castle gates as she is on her way to meet with Odin and Freya. The second is when Lucian arrives in Asgard, Frei tells Lucian that Valkyrie's true name is Lenneth and that she does not remember as her memories were sealed by Freya. The last encounter is during Ending A, when Lenneth arrives to Asgard and finds Valhalla decimated. Frei tells Lenneth that Loki has betrayed them and stolen the Dragon Orb. Going on to say that Odin took the Orb from Midgard in order to make her job easier. Meaning, that it Vallhalla's destruction is because of Odin.