Vanille was born on Gran Pulse, the world below Cocoon that has been dubbed evil. Vanille along with Fang ended up on Cocoon after 500 years in crystalization. They were the only two L'Cie's that hadn't become so before the incident with Anima.
Vanille had been carrying guilt over being the reason Dajh Kaztroy had become a L'Cie and also being the reason for the Purge. During the Purge she stuck by Hope and his mother because she thought they looked nice.
As Hope watched his mother fall to his death, Vanille decided to take care of him and told him to face "it" later. After helping him fight off enemies they met Snow and went on a journey to save Cocoon.
In the end, Vanille and Fang became Ragnarok to save all their new friends and became crystallized in the process. They are now the base of the old Cocoon.