Doña Rodriguez is one of the Duchess's senior ladies-in-waiting, but she wasn't born a servant. She actually comes from a high-class family. But the unexpected deaths of both her parents required her to take on a life of servant's work.
You can tell that Doña Rodriguez straddles two worlds by the way her language seems polite and dignified at one moment, then really aggressive the next, depending on what mood she's in. For example, she says to Sancho, "Get you gone, you saucy jack, the Devil take thee and him that brought you hither to affront me, you lolpoop!" (126.96.36.199). We can only wonder what a lolpoop is. And no, it's not what comes out of a lolcat.
Doña Rodriguez is able to put on a fancy upper-class air when she wants to because she comes from privilege. She remarks to Don Quixote: "I am neither a phantom nor ghost, nor a soul in Purgatory, as I suppose you fancy; but Donna Rodriguez […] come to you about a certain grievance" (188.8.131.52). What does this tell us about social class in 17th-century Spain? Is it fair for Doña Rodriguez to be trapped in a servant's role? Is it fair for anyone to be trapped in a servant's role?
Doña Rodriguez wants to save her daughter from the same predicament her parents left her in, but unfortunately, things end sadly for the Doña and her daughter. It's not clear what we should take from this, apart from the fact that bad things sometimes happen to decent people. Their story may also serve to show us how tragically so many of the other stories in the novel could have turned out. The line between comedy and tragedy is a very thin one, and the scale can easily be tipped either way.
(Note: Doña Rodriguez's name appears in some editions as "Donna Rodriguez." Doña itself is not a name; it's a title that shows courtesy or respect, sort of like "Lady" or "Madam." Doña Rodriguez translates to something like Madam Rodriguez. Donna is the Italian form of Doña and is somewhat more familiar to English speakers.)