Marei was first introduced in the Season 2 premiere, but wasn't formally introduced and given a name until the third episode of Season 3.
In the books
In the A Song of Ice and Fire novels, Marei is a prostitute at Chataya's establishment. She has green eyes, porcelain skin, silvery hair but is also very solemn. She also literate. While in the TV series Bronn celebrated being knighted by having sex with Mirelle, in the books he celebrated by having sex with Marei and another prostitute named Alayaya, simultaneously.
In the TV series, Tyrion pronounces her name "Muh-ray" (with a short A), as opposed to "Mare-ay" (with a long A).