The daughter Thanos rebuilt a piece at a time every time she lost to her sister, who spends four films becoming somebody who can be in a room without a knife out.
Nebula is introduced as a henchman and is the character who changes more than anyone else in this material. Thanos raised her and Gamora as competitors, made them fight, and every time Nebula lost he replaced another part of her with machinery. The films let that sit as background for a whole movie before anybody says it.
What she does with it is the interesting part. She does not become warm. She becomes useful, and then reliable, and then, eventually, somebody who can hear her sister say something kind without leaving the room.
She also does one of the strangest things anyone does in these films, which is kill a version of herself. The 2014 Nebula who travels forward with Thanos is not a metaphor. She is the person Nebula used to be, and she is shot by the person Nebula became.
Show detailsOne person, not two
It is worth being precise, because the other Guardians have the opposite problem. Gamora’s later appearances are a different individual from another timeline. Nebula’s are not.
The reference article gives her a single unbroken first and last appearance, from Guardians of the Galaxy to Guardians of the Galaxy Vol. 3, and records the 2014 variant as a separate person who dies in Avengers: Endgame. This catalogue follows that.