We all have heard her right? To summon her you need to say her name three times in front of a mirror and she would appear. There are a lot of myths and legends circulating around this infamous name but for Supernatural's case, she's different.
Mary Worthington from Indiana was murdered in front of the mirror as her spirit resides in mirrors. Her eyes are gouged out and she tried to spell out her killer's name as "T-R-E" which stands for Trevor Sampson. However, he didn't get caught for the murder and the case went unsolve.
So, Mary became a vengeful spirit so whoever summoned her three times in front of a mirror, the person who faces the mirror will have their eyes gouged out - like how she was murdered before. Not only that, the audacity that Mary can trip guilt people's past murder mistakes such as Steven Shoemaker's mirror, his wife Linda was overdosed with sleeping pills. Other than that, Mary could hint out the recalls of a hit and run murder of Gary Bryman, which the murderer was Jill; died by Bloody Mary.
To destroy her, Sam and Dean had to summon her with the mirror she died beside to. Although they had broke her mirror, she came back 'Samara from The Ring style' but was ultimately self-destroyed by showing her own reflection.
Bloody Mary came back in Season 15 and had terrorized and got a few victims. Mary; not only she appeared in mirror reflections but as well as water reflections too. Finally, the last time we heard about Mary was when her soul was trapped in the Soul Catcher by Rowena MacLeod.
Although Bloody Mary - the legend itself, is famously known worldwide, only some knew who the actual Bloody Mary was. Known as literally 'Bloody Mary', back in the 16th century Queen Mary I of England was one of the most terrifying monarch during her reign. She was called Bloody Mary by the Protestant opponents and she was known to reverse the Reformation that her father, King Henry VIII formed.
Now remember that I talked about Mary was called Bloody Mary by her opponents? It was known that she would burn hundreds of Protestants at the stake, convicting them as 'traitors' for not following the Catholic Church. Hundreds who had burnt for their faith were also the same hundreds who became Protestant martyrs.
If you ever recall your nursery rhymes, you may recall the specific ones based of Mary I. It was said that 'Mary, Mary, Quite Contrary' was based on the fanatic queen due that the lyrics were talking about how Mary tortured her victims with 'silver bells and cockle shells' - although it was unsure if the queen herself had tortured them by history (other than burning them, of course).
'Three Blind Mice' were also based on how Mary I acted during her reign of terror. The mice's 'blindness' were a metaphor to Protestant loyalists who are 'blind with their beliefs'. Oxford Martyrs, Ridley, Latimer and Cranmer, were accused for plotting against Mary I and they were one of the hundreds who were burned at stake.