She is a secondary antagonist in "... One Giant Leap for Mankind". She is portrayed by Millie Bobby Brown.
Daimónissa means "demoness" in Greek.
Her real name is Sata'anas Sele'en Lili'it who are names of demonesses (Satanas is a female variant of Satan, Lilith is a demon in the Jewish religion and Selene is the goddess of the moon in Greek mythology, even if she is not really a demon).
She is a metamorph, so she is able to change her appearance and shape.
The fact that she is blue is a nod to Mystique, a character from Marvel comics and films who also possesses the gift of shapeshifting.
She is a Blue Plasmata and more precisely a Fili.