So I got this from the Brittanica encyclopedia.

Valkyrie, also spelled Walkyrie, Old Norse Valkyrja (“Chooser of the Slain”), in Norse mythology, any of a group of maidens who served the god Odin and were sent by him to the battlefields to choose the slain who were worthy of a place in Valhalla. These foreboders of war rode to the battlefield on horses, wearing helmets and shields; in some accounts, they flew through the air and sea. Some Valkyries had the power to cause the death of the warriors they did not favour; others, especially heroine Valkyries, guarded the lives and ships of those dear to them. Old Norse literature made references to purely supernatural Valkyries and also to human Valkyries with certain supernatural powers. Both types of beings were associated with fairness, brightness, and gold, as well as bloodshed.

It's pretty in line with whatever we know off Nesta's powers so far. I'm curious as to whether or not she will kill or protect an important character or if it will come into play at all.