How to Find Melina and Complete her Quest

First Meeting: Limgrave
Melina will approach you at a Site of Grace after you have rested at your third one. You can rest at three different Sites of Grace or the same one three times. She will ask to become your Maiden. Accepting her offer is vital as she provides Torrent, your spectral steed, and is necessary for leveling up. You can change your mind later by speaking to her at any Site of Grace.

Second Meeting: Roundtable Hold
The next time Melina appears at a Site of Grace, she will transport you to the Roundtable Hold, the game's main hub. This can happen after defeating the first main story boss and resting at the Site of Grace in their area, or by discovering several more Sites of Grace.

Third Meeting: Leyndell, Royal Capital
Upon reaching Leyndell, Royal Capital and resting at the East Capital Rampart Site of Grace, Melina will appear again. She informs you that your pact is complete and she will take her leave, though she continues to grant you Torrent and the ability to convert Runes into power. Later in Leyndell, you can summon Melina for aid in a boss battle near the Queen's Bedchamber. After the victory, resting at the Site of Grace will trigger another appearance where she gives you the Rold Medallion.

Final Meeting: Forge of the Giants
Once you reach the Forge of the Giants and rest at the Site of Grace there, Melina will appear for the last time. She will ask if you are ready to commit a cardinal sin. If you give her your blessing, she will sacrifice herself to burn the Erdtree, initiating the final stages of the game and sending you to Crumbling Farum Azula.