If you're wondering about her origin than here it is (from Wikipedia):
"Harleen Quinzel was a psychiatric intern at Arkham Asylum. Before her meeting with the Joker she possessed considerable intelligence and receiving high grades and college, she graduated with honors in psychriatric training. While interning the inmates at Arkham, she became fascinated with one particular inmate, The Joker. Ambitiously volunteering to analyze him, she fell in love nearly instantly with the Joker during their sessions. After helping him escape from the asylum more than once Harleen was suspected by the authorities, who revoked her license and placed her in her own cell. During an earthquake in Gotham City, she fled and became Harley Quinn, the sidekick to the Clown Prince of Crime himself, The Joker."