Natalia is the grand-child of a Russian diplomat who worked at the Soviet Consulate in Los Angeles. She is a talented acrobat, with excellent coordination and reflexes. She is extremely intelligent and resourceful. Her only difficulty as a young child was understanding personal property laws. Natalia is very interested in leaving the Vault, and curious to explore the outside world.
She is designed to offer a stealthy, as opposed to a combative or diplomatic, approach to solving the central conflict of the game: the Master.
If her strong suits are played right, confronting the Master may not even be an issue, as one can simply sneak in and detonate the nuke hidden below the Cathedral.
As the Vault Dweller is established as male in Fallout 2, she cannot canonically be the Vault Dweller.