Who is Gilly from A Clash of Kings and what is their importance?

Gilly from A Clash of Kings is one of Craster's daughter/wives and she is pregnant. She is due to deliver very soon and when the Night's Watch camps there for the night she makes friends with Sam Tarly. she begs him and Jon to take her with them because she's afraid that the baby will be a boy and that Craster will kill it.