Shay is a native of the Balmera, and a slave to the Galra Empire. She becomes an ally of Team Voltron after building a friendship with Hunk, and assists them in saving her people and her planet.
Shay is a kind - hearted Balmeran who believes in hope and helping others. This is in sharp constrast to her brother, Rax, and her family, who believe in supporting themselves in any way possible to secure their existence.
We see Shay's kind persona in her very first lines, where she argues with her more dominant brother about saving Hunk and Coran. She even takes it to the next level by helping them escape, which prompts Hunk to ensure her rescue out of debt and escape from the Galra.
Don't look so surprised Hunk. NASA's considering bugs as a protein source for space explorers.
Shay with her folks.
From left: Hunk, Coran, Shay's grandmother, Shay, her mom, and her dad.
"Tell me, what is the sky like?"
"Your brother's kind of an ass, Shay. Just sayin'."