In Hindu mythology Sati was a goddess born as a human at Brahma's behest. Sati grew up devoted in worship to Shiva and spurned the advances of rich kings to the point where she left for a forest to escape the constant proposals. Eventually Shiva consented to make her his bride, and, elated, Sati went to share the news with her father. However, upon her father's expression of his disapproval of her marriage, she immolated herself, praying to one day be reborn as a daughter to a father she could respect.
Sati is also an Indian practice, in which a recently widowed woman would throw herself onto her husbands funeral pyre to keep from being a burden to her family. The death of her husband would explain her black clothing, and the action the flames.
Sati is the third Persona of the Priestess Arcana. As Sati gains ranks, all of her stat increases go to Vitality and Luck. Upon being returned to the Velvet Room at MAX Rank, she will yield a Full Moon Tablet.
Shin Megami Tensei: Devil Summoner: Raidou Kuzunoha vs. The Soulless Army
"In Hindu mythology, she was Shiva`s first wife. She threw herself into the fire during a feud between Daksha and Shiva, but was reborn as Parvati."
—Devil Summoner Devil Chart
Shin Megami Tensei III: Nocturne
"Shiva's first consort in Hindu mythology, she threw herself into a sacrificial fire in protest of her father's mistreatment of Shiva. Reincarnated as Parvati, she was reunited with Shiva."
—Nocturne Compendium
Leveling Sati to level 52 or higher will transform her into her reincarnation Parvati, provided the Demi-fiend is at least level 53.