It's just a robot face
Nebula is a quirky character who has been around since childhood. However, her personality has changed a lot after Guardians of the Galaxy in 2014. She's now one of the most beloved characters in the MCU and her journey to Gamora is one the best parts of Endgame.
The first thing that springs to mind is her appearance in the comics. It depicts her as a giant Luphomoid wearing blue and purple skin. She was, however, a very different creature in the olden days and has had many different incarnations.
She was also a pirate, so she had many adventures in the universe. Some of her more cosmic Marvel stories featured her fighting the Skrulls.
Thanos was Thanos’ father in MCU. He was also her uncle. However, she didn't actually have any family with him. During their time together, they got into all kinds of trouble with various enemies -- even though they had no real connection other than the fact that they were both mercenaries.
Her relationship with Thanos proved to be complicated. She ended up being her most hated enemy. Despite being loyal to her adopted father she became resentful towards him and his constant use her as a weapon in the war against others.
Nebula's resentment grew. She was forced by Gamora to compete with her in combat. Thanos would also maim her and implant robotic enhancements into a part her body. As she grew old, her resentment increased and she started to hate Thanos.
While she eventually made amends with her sister and was able make peace with Thanos, she still had difficulty with her adoption and the things Thanos did. She became a reluctant ally for the Guardians after turning against Thanos.
It's clear she was a major character in MCU. She's also a prominent character in Endgame.
Her transformation into a hero is also surprisingly moving and unexpected. It's also quite possible that she will be the final death of Thanos, as she claims to do at the end of the film.
How she became a cyborg
In the MCU, Nebula was originally an alien with blue and purple skin, but she was made a cyborg thanks to Thanos' evil brain. Because of this, she was subjected all manner of surgery and bionic enhancements as well as a whole bunch of other weird stuff.
How she changed during the MCU
Guardians 2 tells us Nebula that Thanos used Gamora, her sister, and her to punish their fighting match winner. He would remove a portion of their bodies and replace it with some kind of robotic enhancement. This made them look awful.