Shea showed up during Hajime and Yue's escape through the Raisen Grand Canyon, where they were being hunted by some ridiculous rabbit-like monster. Turns out she'd already seen this coming—she knew Hajime would show up and bail out her family. From that point on, she basically attached herself to the group as a permanent travel companion, constantly throwing herself at Hajime with enthusiastic energy. Fans often note her clinginess and upbeat personality became pretty defining traits as the story went on.
Content compiled by AnimeList.moe from publicly available sources.