She spilled paint on herself and happens to look like Cerval, a friendly Cerulean (who is copying Serval's appearance) from the original game.
This is actually referenced by Grey Wolf in Episode 9:
"Have you heard this story? Supposedly, long ago, there was a Friend-shaped Cerulean. The terrifying part about this story is that, supposedly, the Cerulean itself didn't know what it was. In other words, you might think that you're a Friend, but the truth is... you might be a Cerulean, too!"
