She is the Valar responsible for the mercy and grief spread across Arda. She was the sister of Mandos and Irmo and had no spouse. Her part in the Music of the Ainur was one of deep sadness, from which grief entered the world at its beginning.
Nienna was concerned with mourning, and she pitied the suffering of others, especially the Marring of Arda by Melkor. Yet the lesson of Nienna is not of endless grief, but rather of pity, hope, and the endurance of the spirit.
During the creation of the Two Trees, she watered the mound with her tears.
The pity of Nienna is most clearly seen in her support for Melkor when he sued for the pardon of the Valar. Though she spent her time in the world mourning for the destruction he had wreaked in Arda, when he sued for release after his three ages of Captivity, Nienna spoke on his behalf.
After the Flight of the Ñoldor, Nienna mourned for the destruction of the Two Trees, and her tears brought healing, but could not heal the mortal wounds. Thus, the trees brought forth their last flower and fruit, and made into the Sun and Moon.
Gandalf was Nienna's greatest pupil among all the others who dwelt in the Halls of Nienna. She taught him pity and many other things before he was chosen as the second wizard sent to lead the people of Middle-earth into standing against Sauron.
All that is known about her appearance is that she wore a grey hood. Given that Gandalf was her greatest student, his being clothed in grey may have been a mark of respect to his teacher.
