Millia Rage was forced into assassination at a young age. Deciding that the life of an assassin wasn't the fate she wanted, she attempted suicide several times, but failed each time. Eventually, the Assassin's Guild placed the forbidden beast Angra in her body, allowing her to control her hair and use it in combat. Over the years, she develops a complex relationship with Zato-1, and though she did have feelings for him, she becomes fearful of Zato-1's obsession with her becoming the perfect assassin. Millia chooses freedom from the life of an assassin over Zato-1 and informs the International Police Force of the whereabouts of the Assassin's Guild and Zato. Zato is sent to prison, which he escapes shortly before the events of Guilty Gear's tournament, and Millia enters the tournament to kill Zato for good.
Definitely one of Guilty Gear's stranger combatants, Millia Rage uses her hair as her primary weapon. Her range isn't great, but her speed makes up for it. Though her attacks are a bit on the complex side, perform them correctly and, with a speedy recovery time and quick execution, you can form some deadly combos.
