Lyanna is a catgirl slave, publicly owned by the guild on the Slavers' Island, and thus available for all free persons there. She doesn't remember much of her past due to the fact reforming causes severe amnesia for her, giving each of her deaths the illusion (for her) of permanence. The feline is timid, submissive and generally obedient, but she'll still beg you not to eat her! You shouldn't let that stop you, though; she's just livestock and exists to satisfy your desires.