Danu is a demon in the series.
Lady Danu is the earth mother goddess of the Tuatha De Danaan. She is said to be the mother of Dagda.
Shin Megami Tensei IVEdit
Lady Danu, former queen of the fairies, appears in the form of Black Maria, having been forced to merge with an interpretation of the Virgin Mary in an attempt to save her beloved children from being completely destroyed. When summoned by Nozomi, per the fairies' request, she reveals that she cannot return back to her old form and instead names Nozomi as her successor, granting Nozomi the powers she will need to fulfill her role as the next Lady Danu, and then returns to her duties as Black Maria.
Shin Megami Tensei IV ApocalypseEdit
"Mother goddess of the fairy folk A.K.A the Tuatha De Denaann. She is rumored to be inhabiting the body of former Hunter Nozomi."
Danu appears in the game as an ally of Nozomi, acting as an advisor to her.
In the Peace Route, Danu stopped Dagda by creating him anew, making one who fit the original ideals that Dagda embodied. In the Massacre route, she vanishes after Nozomi is killed by Nanashi, being too weak to sustain her existence without Nozomi.