Wanda is a character in the Mario series who first appeared in Mario & Wario. She is also the first heroine to have her own game in the Mario franchise.
Mario & Wario
In the game Mario & Wario, she guides Mario, Peach and Yoshi around. Wario, the enemy of the game, has cast a spell that keeps a bucket on top of the hero's heads. Obviously the victims can't see a thing so it's up to Wanda to guide these characters to safety using her magic wand.
In her next appearance, Wario's Woods, she provides Toad with bombs. In this game she is more of a supporting/sidekick character and takes the secondary role instead of the primary. Birdo also co-stars with both Toad and Wanda in this game.
Wario's Woods is Wanda's second appearance in a video game and the first to arrive in the U.S. Unfortunately Wanda has not yet made a recent appearance in any other game.