FEY

a. Having or displaying an otherworldly, magical, or fairylike aspect or quality: "She's got that fey look as though she's had breakfast with a leprechaun" (Dorothy Burnham).
b. Having visionary power; clairvoyant.
c. Appearing touched or crazy, as if under a spell.
2. Scots
a. Fated to die soon.
b. Full of the sense of approaching death.

The word "fey" generally denotes someone or something a little otherworldly, or magical, or fairylike. Sometimes it also refers to the power of seeing the future, often with the negative connotation of seeing death or calamity.
Someone who appears "fey" may seem to be a little crazy or under a spell. In literature I think of Hamlet's girlfriend, Ophelia. In Harry Potter there is Luna Lovegood.
Another meaning of "fey" is actually to be about to die. So Ophelia fits that very well.