Hel, also known as Hela, is the daughter of Loki's and sister to the wolf Fenrir and serpent Jörmungandr and presides in Helheim (the Norse underworld) which is in Niflheim. She was appointed by Odin to be the ruler of Hel (the location). She is said to be the only one capable of controlling the dragon Nidhoggr.
Her appearance is described as half-black and half-flesh colored, and also has a gloomy, downcast appearance. She played a big role in the attempt to resurrect Baldr.
The phrase "Go to Hell" actually originated from "Go to Hel" meaning the same thing, which is "go die," since Hel was the name for both the ruler of the underworld as well as the name of the underworld.
"The goddess of the underworld in Norse mythology. She lives in a hall called Eljudnir. Her father is the demon god Loki, and her mother is the giantess Angrboda. Her brothers are the giant wolf Fenrir and the world serpent Jormungandr. Together, these three are known as the "Calamitous Three." When Loki tricked Hodr into killing the god of light Baldr with a spear of mistletoe, Hel set an impossible task as a condition for restoring him to life. The world was thus robbed of light, signaling the beginning of Ragnarok. Hel rules over Niflheim, the realm of the dead, where she controls the fate of all dead souls in the world. Half of Hel's body is black and rotted, a symbol of her lordship over the dead and her role in judging all life."
—Shin Megami Tensei IMAGINE compendium
Hel is a miniboss within the instanced boss area of Zoushigiya. She appears as support in Samael's boss room in the Shinagawa Catacombs gold instance and also appears as a variant with a powerful almighty amplifying passive within the Home II instance. She can only be obtained through fusion.
Shin Megami Tensei: Strange Journey
"The queen of the netherworld in Norse lore. It is said her name is where the English term "Hell" originates. Medieval legends mentioned her as Brunhilde, which means "burning Hel." This is also the name of the Valkyrie leader."
—Shin Megami Tensei: Strange Journey compendium
Hel an enemy that can be encountered in random battles within the early floors of Sector Fornax.
Hel is also the client in the Challenge Quest "Naglfar Material Collection." She asks for twenty Deceased Nails to be delivered to Ikebukuro's Underground Shelter in Blasted Tokyo. She plans on using them to build her ship Naglfar, knowing a huge war is coming and she wants to prepare for it. Redoing the quest has her reward Flynn with relics.
The Tyrant of Ice Land. Later she can join Mirai Kaname in Red Book. In Black Book she is known for her tyranny of fellow Frosts, and captures Diana in order to draw out Setsuna Kai. Plotting to toss him into the Deep Hole, she is defeated by him in Eljudnir.