Other than the fact that she makes and honest-to-goodness "[t]hat's what she said" (1.3.91) joke, we don't know much about Carla Jean Moss. She's Llewelyn's feisty but loyal wife. She cooks him breakfast but is basically kept in the dark regarding the money he stole. She's not stupid, though, and she knows she's in danger, so she obeys Llewelyn when he tells her to run away. Even though he might be criminal, she trusts her husband: "He's who he is and he always will be. That's why I married him" (5.2.41).
Actually, she married this guy because she had a dream that she would, and he walked in on her 99th day working at Wal-Mart. So it was fate?
Unfortunately, this trust in Llewelyn dooms Carla Jean. Llewelyn inadvertently puts Carla Jean's life in danger when he doesn't take Chigurh seriously. Chigurh says he'll kill Carla Jean if Llewelyn doesn't give him the money. He means that literally.
Even though Llewelyn dies, and even though Chigurh gets the money, Chigurh still kills Carla Jean because Llewelyn didn't literally hand over the money himself.
Llewelyn's philosophy is, "[S]ometimes you have a little problem and you dont fix it and then all of a sudden it aint a little problem anymore" (6.2.337). That's correct. It becomes a big problem.
Carla Jean's unnecessary death is probably the saddest part of the book. What's the point? It's senseless and upsetting, but that's life, especially when drugs are involved. The drug trade has many innocent victims, and Carla Jean illustrates this perfectly.