More from Planewalker copied here (it's a nice summary of the information from 2e and now in 3e, and I don't wish to repeat myself)
The Lady
The planes have mysteries cutter, and not all of them have answers. Walk the planes long enough and that’s something you’ll take to heart. Some things just ARE. You don’t question them, you don’t fight them, and you don’t so much as stand in their way. They just exist and you accept it.
Not the lady of pain, no, the Lady of Pain. Her Serenity, Her Dread Majesty, and the ultimate power in Sigil (perhaps anywhere else, it’s reckoned by some). She keeps and controls the portals of the City of Doors, and She bars the powers from entering. Appearing as a tall, robed woman with Her face sprouting a halo and headdress of blades from Her very flesh, She floats silently above the streets of Sigil. She is the protector of Sigil and, by that, all of its inhabitants, not that She likely cares one way or another for anyone in the city. But any threats to Sigil itself or to Her own power and She reacts. During these select few times in Sigil’s history, terrible Her fury has been, and most Cagers prefer to forget such occurrences.
From time to time, She may randomly float down an avenue, passively observing before vanishing around a corner without a trace. Wise bloods look away and avert their eyes, or quickly find business elsewhere. She never speaks; never has in the history of Sigil as far as any know. In the scant few times She’s needed to make Her will known directly She’s done so through one of Her servants, the dabus, as She floats silently behind them, never a mark of emotion crossing Her face. Not that it’s wise to stare into that continence.
She’s not a god, get that straight. She’s something else, more or less; none know the dark of it. But never worship Her, not even in jest. Those who do are found dead; their skin flayed from their bones, seen walking through Sigil when the Lady appears and Her shadow reaches out to strike them. Wherever Her bladed, serrated shadow touches, their body erupts with slashes, wounds and gouges as if from a storm of knives and razors. None have ever survived the touch of Her shadow, nor even been successfully resurrected afterwards. They die, that is certain, for when She acts, She acts with certainty.
The chant even goes that centuries ago, before the Great Upheaval, the Lady penned a true deity into the dead book, Aoskar, the self-proclaimed Portal Father and patron of planewalkers and opportunity. She killed him, simple as that. They say for one reason or another he offended Her, or plotted to take the City of Doors for himself.
The Portal Father
Long ago, before the Shattered Temple District gained its name and the Athar claimed the ruins as their own, the Shattered Temple was the High Temple of Aoskar. At its height, Aoskar claimed nearly half of the residents of the Cage as his worshippers, with many of them whispering a prayer to him before passing into or out of a portal to Sigil. In fact, eventually the worship of Aoskar become nearly synonymous with the City of Doors itself, and a time came when berks began to worship the Lady of Pain as an aspect of him.
Whatever his ultimate reasons, Aoskar’s final offense to the Lady was when one of the dabus took up the robes of his priesthood and endorsed the worship of the Father of Portals, forsaking Her Serenity in doing so. That dabus, still alive and forsaken by his own kind, is known as Fell. None besides him and the Lady know the true dark of what exactly happened, save that the temple, and all within were obliterated in what would be called by some graybeards as the Day of Blades and Fury. The temple was reduced to rubble along with the city surrounding it, and Aoskar, along with all of his mortal worshippers throughout the multiverse, were killed by the lancing shadow of Her Serenity in a single moment of horror. Some claim to have seen the withered husk of Aoskar upon the Astral, its stony face locked into a gasp of terror, one petrified arm raised as if to ward off some attack, and pierced through with glimmering, metallic blades.
The symbols and trappings of the faith of Aoskar have since then been considered anathema within Sigil, such was Her fury that day to not only kill a greater power but all of his mortal host as well. Such are the lengths that the Lady will go to protect Her city and Her position within.
Speculation on the true nature of the Lady is rife among scholars, sages, and the common folks of Sigil alike. But answers are never forthcoming from any source. Still, the common chant, most likely all screed without a shred of proof, holds a number of common myths. Some say that the Lady is a mortal who found Sigil and used it to grant Herself immeasurable power. Other rumors hold that She is a renegade, or risen, Tanar’ri lord from the Abyss. Others say that she was hatched from a dabus egg [Whatever that is – The Editor] by Io, the draconic overpower. A few even suggest She may simply be an illusion of the dabus themselves, or their queen, much like that among bees in a hive. Now dead sages, rumored mazed or flayed, have claimed that the Lady is not the ruler of Sigil, but its ultimate prisoner. After all, why else might Sigil be called the Cage? Some have compared the Lady to an overpower, or some unique, but nondivine being, so ancient as to defy mortal definitions. A being who exists to keep Sigil free of any and all divine influences, perhaps in an attempt to balance the planes themselves.
Of course, not a shred of proof exists to shed a light upon the mystery. And those who seek to delve too deeply into the Lady’s secrets tend to vanish without a trace, gone, whisked away on the winds of oblivion.