Soulsborne titles seem allergic to overt story telling, famously hiding thebackstories of the world and characters through item descriptions.
Even with the legendary author, George R. R. Martin, writing the mythos of the world, many elements in remain just as mysterious as before the game was released.
In general, the community has managed to piece together what events have happened and why, such as the battles of the Shattering, but it seems some characters will stay unexplained, though the upcoming DLC,, is one last chance at new insights.
There's no definitive answer on who Melina actually is. She is one of the most recognizable faces from the game, alongside Ranni and Malenia, but unlike the other two, almost nothing is known about her.
She isn't a typical Finger Maiden, yet she can play that role, and no one in the story seems to mention or know about her. What is known is that she wishes the Tarnished to be the next Elden Lord and is an enemy of the Frenzied Flame, but that statement could apply to many other characters as well.