Luna Lovegood is a fifth year whom Ron, Harry, Hermione, and Ginny meet on the train to Hogwarts at the outset of the novel. She is a Ravenclaw, but she doesn't really seem to belong anywhere – she doesn't appear to be close to any of the other Ravenclaws we have encountered before, such as Cho Chang, Padma Patil, or Roger Davies. Her whole manner is dreamy and disconnected, and she makes random comments seemingly out of nowhere. When she walks over to Harry to declare that she believes that Voldemort has returned, her show of support is overshadowed by the laughter from the other Gryffindors over her radish earrings.
Luna's father is the editor of a wizarding tabloid called The Quibbler. Generally, The Quibbler reports on things that are not true – Luna seems to have a particular fondness for something called a Crumple-Horned Snorkak, for example. But it's precisely because no one takes The Quibbler seriously that it is far enough outside of Ministry control to print an exclusive, no-holds-barred interview with Harry Potter on what really happened with Voldemort, the Death Eaters, and Cedric Diggory at the close of the Triwizard Tournament. Perhaps The Quibbler has a reputation for ridiculousness, but it can also be serious when the need calls for it.
That description of The Quibbler – that it is ridiculous until it needs to be serious – actually works for Luna as well. Her dreaminess and strangeness cover a brave, loyal girl. She accompanies Harry, Ron, Hermione, Ginny, and Neville to the Department of Mysteries at the end of the novel, and she helps to hold back the Death Eaters for as long as she can.
What's more, Luna appears more perceptive about life and death than any of the other Hogwarts students we know. When Harry first sees the Thestrals, the skeletal bat-winged horses that pull the school carriages, Luna assures Harry that she can see them, too. The reason that Luna can see them is because she has seen and understood death: her mother died in a magic experiment. After Sirius's death, Luna tells Harry about her mother:
It was rather horrible. [...] I still feel very sad about it sometimes. But I've still got Dad. And anyway, it's not as though I'll never see Mum again, is it? [...] Oh come on. You heard them, just behind the veil, didn't you? [...] In that room with the archway. They were just lurking out of sight, that's all. (38.189-193)
Luna really believes that, even if we can't speak to the dead right now, that doesn't mean we'll never see them again. They are out of sight, but only temporarily – we'll see when we get beyond the veil ourselves. For now, it's enough to know that the people we care about who have passed away are still there, just not visible. And while Harry isn't sure if he can believe Luna (since she believes in so many incredible things), he still remains comforted by her faith.