Thor's mother and Loki's, who taught one of them everything he is good at and never let the other believe he was less hers.
Frigga is the reason Loki can do what he does: the illusions are hers, and she taught them to the adopted son rather than to the heir. That single fact does more work than most of what these films say out loud about that family.
Her scene in Endgame is the best writing any Asgardian gets. Thor arrives from the future in pieces, and she recognises him, and rather than being comforted she does the comforting, and refuses to be told how she dies. Rene Russo plays it without a single raised voice.
Minor spoiler
She is killed in 2013 by Algrim, defending Jane Foster in the palace. Thor’s visit in Endgame happens on the day she dies, and she works that out before he says it.