You've got one character to deal with: Eowyn, from Lord of the Rings.
What's a great situation to throw her into, and when and where does it take place? Feel free to play fast-and-loose with Tolkien-stoff, as you like (or stick to it, if you wish).
What's the most interesting thing about her that we could highlight in an RPG?
(Clarification: Eowyn is the player character, and the only one, here.)