Friga was murdered by a serial killer known as The Butcher, and she was also the previous owner of Hjerim, until her mother eventually condemned the estate. Her twin sister, Nilsine Shatter-Shield, and her mother grew heavily depressed after her death, the latter becoming dependent upon alcohol to cope with her death.
Muiri, a shopkeeper in Markarth, knew Friga and the other Shatter-Shields very well. She visited the family after Friga's death, to offer her condolences. Drinking to ease the pain, Muiri met Alain Dufont, who romanced her, hoping to get closer to the Shatter-Shields and exploit their grief for Friga. He succeeded, robbing them and taking their family warhammer and framing Muiri causing the family to resent her and throw her out.
Friga is never actually encountered due to her being the Butcher's first victim. Her murder will always occur before the Dragonborn has first arrived in Windhelm.
- The Elder Scrolls V: Skyrim (mentioned only)