Rue's a little girl like Primrose, who didn't have a big sister looking after her. Oh, the other boy from her District looks out for her in the arena, but it's clear that she's on her own and in over her head.
That said, Rue's got her share of skills, like hiding and using the trees to move around. Katniss copies Rue during her early days in the arena. Rue also knows a winner when she sees one, which makes her latch on to Katniss and even watch over her after she's knocked out by the tracker jackers. That makes her not only a stand-in for Prim, but a pretty decent sidekick to Katniss in her own right.
Naturally she's killed, by one of those psychotic Careers no less, which introduces us to her second big purpose in the story: martyr. Again, more specific details need to wait for later movies, but for now, it's enough to know that Katniss tried to protect Rue and couldn't. She's going to blame somebody for that—possibly the whole system Rue's killer represents—and it's going to get ugly.
Poor little Rue plays her part and has to go, but Katniss needs a little more than that to accept her death. She wants justice…and from those feelings, mighty revolutions begin.