Fjola is a Nord bandit leader encountered in Mistwatch. She left her husband, Christer, and returned to Skyrim. Upon returning, she became the leader of the bandits who had taken over the abandoned fort of Mistwatch on the southern border of Eastmarch.
She wants the Dragonborn to convince her husband that she is dead. After the Dragonborn fulfills her request, she promises to repay the Dragonborn's kindness later, but it isn't clear how or when. If she is visited at a later date, she has no dialogue options. Her appearance is randomly generated. Her name appears as Bandit Leader instead of Fjola.
If the Dragonborn chooses to help her, all bandits inhabiting Mistwatch (including any left alive and those that respawn) will become non-hostile towards the Dragonborn. This essentially grants one of the few "friendly" dungeons in the game (others include Druadach Redoubt) in which the inhabitants will not attack the Dragonborn.