“I do not think so. Nor do I think you should feel troubled for our sake. You are our home, more than Medon; our true house is the sky around you. We will always serve you, Commander, through thick and thin. I swear it.”
—Palla to Minerva, Fire Emblem: Shadow Dragon
Palla is the older sister of Catria and Est, and raised them after their parents died. Loyal to Princess Minerva of Medon, she was part of the Whitewings, an elite Pegasus squad from Medon. The Whitewings wanted to join the Altean army alongside Minerva, but when Prince Michalis heard this, he locked his and Minerva's younger sister Maria, in jail to prevent Minerva and the sisters from turning on him. When Marth eventually rescued Maria, Palla and her sister Catria set off to look for Marth and Minerva. When they found them, they joined the Altean army. During the war, Palla developed a crush on Abel.
In Fire Emblem Gaiden, Palla and Catria journeyed to Zofia in search of the kidnapped Est, eventually joining with Celica's army to help them save Est and to aid Celica on her journey.
In Fire Emblem: Mystery of the Emblem, a rebellion against Minerva's rule broke out in Medon and Palla was forced to flee, meeting up with Julian and learning that Lena and Maria were captured by Gharnef. She joined Marth's army in order to save Minerva and Maria. After the war, she pushed aside her feelings for Abel and continued serving Medon.
Palla, and her sisters Catria and Est, are all Pegasus Knights recruited in Celica's route. When considering all of the Pegasus Knights in Gaiden, Palla is strong and durable but slow for a Pegasus Knight. Catria and Est are both strong all rounders whose balance between Speed and Strength usually makes them the most offensively potent, and Clair is very agile but fragile.
In Gaiden, Palla is clearly the weakest of the Pegasus Knight sisters. Palla joins at the same time as Catria, and although she starts 3 levels above her sister, Catria actually starts out significantly stronger in most stats. When she closes the 3 level gap, the only stat Palla is likely to have more of is HP. The only stat that Palla clearly beats her sisters at in the long run is HP. By the late game, she will end up with a few more points of Strength and Defense than Catria, but Catria will blow her away in every other stat. Est is better in absolutely everything except HP, although she comes with the downside of being recruited very late in the game as a low level unit. It's also unfortunate that promoting Palla does not fix her Speed, as the Falcon Knight promotion has a low base Speed of 5.
In all, Palla is still a decent unit despite her inferiority to her sisters. She can handle taking hits a little better, still benefits from great mobility that ignores terrain, and does solid damage. However, where her sisters will probably Double Attack everything they encounter, Palla will have more trouble doing so. Thus, Palla winds up closer to an average unit where her sisters are exceptional.
Palla has stiff competition with her younger sister Catria, who has a higher growth rate in speed, as a considerably higher growth rate in luck, and no shabby stats across the board. However, Palla's growth rate in resistance is slightly higher, and is more likely to nab her a boost in resistance, despite not being likely, which can make her more sturdy against magical attacks. However, her luck rating is still very low, and using a Goddess Icon or two is a good idea when using Palla. Palla also generally does not have an overflow of speed, and thus does not have to worry about the low speed cap of the Dracoknight class, whereas Catria would rather reclass into a Paladin, Swordmaster, or Sniper for that higher speed cap. Overall, Palla has some key disadvantages over her younger sister, Catria, but has enough to distinguish herself as a Dracoknight.
Palla joins as one of the strongest units in the game. Starting in Chapter 3, she is capable of weilding Silver Lances and easily makes ruin of most enemies early on in the game. She also joins at level 10 in a chapter which contains a Master Seal, making her a prime candidate for an optional early promotion. On higher difficulties, she tends to lag behind Catria due to her sluggish Speed growth. Despite that flaw, Palla's fantastic base stats, solid growth rates, and early access to Silver Lances makes her a standout unit on any difficulty.
In a support conversation with Est, it is revealed that Palla keeps a locket with a picture of her late mother in it, as she is the only one of the three who was old enough to remember their mother, and she has yet to show it to her sisters.