Mary is the Queen’s maid, who brings her breakfast when Sophie appears in the window. While she’s not a bad person, she’s kind of the opposite of the Queen.
When the Queen tells her what happened in her dream, Mary turns white and drops the breakfast tray. Not exactly calm and collected. And when they discover Sophie in the window, the Queen asks her questions, while Mary yells at her. And when the BFG arrives, the Queen gasps. Mary screams.
Her reactions make the Queen seem even more calm and reasonable than she already is. Get it together, Mary.