If Missy isn't the Rani, or a new female Time Lady, she could simply be somebody new altogether. The Moff has previously created characters who have met the Doctor before he has met them - Tasha Lem, Lorna Bucket, River Song - so Missy could be following in a line of successful females the Moff has created. But if that is the case, who is she truly, and what importance does she hold? Is she simply a welcomer, somebody who polices heaven and welcomes its new inhabitants? Is she the face for a much larger threat? Is she just the first woman who was taken to heaven, and thus has adopted a maternal role in welcoming its new residents? A vocal theory online is that Missy is a woman whom Danny killed whilst in action. He has been labelled a lady killer, and he cried when asked if he killed anybody who wasnt a soldier. Missy could be that somebody. She could be on the look out for revenge, and to do so piques the Doctors interest because she knows of Dannys proximity to the time traveller. Even if Missy isn't the woman Danny killed, she is probably in heaven somewhere, waiting to appear. Click next for the final theory, but be warned. To quote River Song: spoilers.