Like the other children of Balgruuf the Greater, Dagny seems to have a rather spoiled personality, which is evident in the comments she makes about the sweetrolls of the city and how she may assume the Dragonborn is a servant.
Dagny: "I'm so angry, I can hardly stand it! Father promised me a new dress days ago, now where is it?"
Frothar: "It takes a while to make a dress, Dagny. You have to be patient."
Dagny: "But I don't want to be patient! I want my dress right now! Father promised!"
Frothar: "All you ever do is complain about what you want. You're a spoiled baby."
- "Absurd that you can't get good sweetrolls, in this skeeverhole of a city."
- "Blasted war. I was due a new dress from Solitude, but it will never get here."
- "Father won't let me go see the dragon." ―If the Dragonborn has captured Odahviing.
- "Please! Have mercy... I beg you..." ―During "Battle for Whiterun" for the Stormcloaks.