Gloomy Megumi is a Ninjago villager. She went to hide with the other villagers during the Skulkin attack, but was found and captured by the skeletons. She is later rescued from her skeleton prison, although she appears again in the cage for daily missions.
Despite what her name, and how most describe her suggests, she is the least pessimistic of the six frequently captured villagers.
"Megumi" is a Japanese name meaning "Blessing" or "Grace"
It is possible she is a reference to Megumi Yokota, a real Japanese girl who was abducted at age 13 from Japan and taken to North Korea in 1977, and whose story was turned into a documentary manga, and an anime.
A rendering of a trapped villager, showing Gloomy Megumi