Mayfly is one of the Faeries you encounter in the Faerie Village. Mayfly, along with Cadis and Elkhair, plead with you to take care of the monster who threatened to eat them if they didn't turn off the Lighthouse. You head to the beach with Nina and Momo and find out the monster is actually a Dolphin. The Dolphin gets angry when the 3 Faeries start insulting it, which leads to Ryu and his party fighting him. After you defeat him, she and the other Faeries thank you for saving them, specifically by giving Ryu a kiss that ends up knocking him over.
She remains in the village when you return with Ryu as an adolescent.