Not much is known about Sheena, save for the fact she was a member of Circle Midnight. She was one of many witch girls attracted to Tobias and eager to gain his attention, due to the fact that fewer male witches are born than female witches. Sheena lives in Las Vegas, Nevada, but wasn't mentioned as being a student at Lake Mead High, suggesting she had already graduated high school. She is probably around Tobias' age, who is described as being "college-aged".
Sheena was in a relationship with Tobias during the events of the novel. Tobias had been spying on Thea and Blaise Harman and witnessed them performing forbidden spells or working with illegal materials. He told Sheena of this, prompting Sheena to snitch to Grandma Harman what the girls had been up to, either on or shortly before Samhain. This resulted in Thea, Blaise and Dani Abforth being summoned before the Inner Circle. Blaise somehow found out that Sheena was responsible and swore vengeance on her, saying she was "going to get Sheena good." She even threatens to kill her, though she was likely joking. At this stage, it is unknown if Blaise did get revenge on Sheena and if so, what exactly this entailed. It is also unknown if Sheena seceded from the Night World or if she and Tobias are still dating by Witchlight, though given that he never mentions her, this is unlikely.
The name Sheena is the Anglicanzed form of Sine, the Gaelic form of Jeanne, which is a feminine form of John meaning "God is gracious".