Aayla Secura is a Rutian Twi'lek Jedi Knight from Ryloth, created by writer John Ostrander and artist Jan Duursema for Dark Horse's Star Wars ongoing. She débuted in issue #19, the first chapter of the arc Twilight, in 2000, as the padawan of Quinlan Vos.
The comic-to-film promotion
Her career is the best-documented case of the Expanded Universe feeding back into the films. Lucasfilm noticed the character on the page, and she was written into Attack of the Clones (2002) and Revenge of the Sith (2005), played by Amy Allen — who had lines in the third film that were cut. A character invented for a monthly comic ended up on the poster, in the toy aisle, and in the montage that closes the prequel trilogy.
Twilight, and the Vos connection
The Dark Horse run is where she is a person rather than a design. Twilight is Quinlan Vos's story, and Aayla is the padawan he has to save from a memory-wiping drug and from the Order's justified suspicion of both of them. The Republic-era comics gave the two of them a long, murky, genuinely adult storyline about undercover work and how much dark side exposure a Jedi can survive — material the films never went near.
Felucia
Her death is the one everyone has seen. On Felucia, mid-patrol, Commander Bly and the 327th Star Corps stop walking and open fire; she is the first of the Order 66 montage deaths and the most brutal, because the film gives it no dialogue and no music sting. StarWars.com's own databank entry puts it plainly — killed with many other Jedi generals when the troops turned.
Bly, and what the war did
The Clone Wars and the Republic comics both spend time on her working relationship with Bly, which is what makes Felucia land. The pairing is doing the trilogy's central argument in miniature: the Jedi did not lose to a superior enemy, they lost to the people standing next to them, and those people had no choice either.
Where to read her
Dark Horse's Star Wars: Republic line, particularly Twilight and the later Vos arcs, is the only substantial body of work she leads. Nothing in current canon has replaced it; she remains a character whose depth lives entirely in Legends comics while her death lives in a film that is still canon.