The lady who visits Dante in Canto II is called Beatrice. She was Dante's greatest love while she was alive. She died and went to heaven, but she still loves him and learns about the situation that Dante is going through. For this reason, she decides to help him using Virgil to mediate the interaction between the two, since she transfers to Virgil all the advice and guidelines that Dante will need to get through the moment he is in. Beatrice knows that Dante still loves her and that he will hear her message through Virgil.
Beatrice symbolizes divine love, one that is pure and that goes beyond physical and spiritual barriers.