I could have shown the Warlord Games figure of Missy when I reviewed my plastic Cybermen. After all, she was part of the boxed set that featured the Cybermen reinforcements. But I deliberately held back so that I could showcase her alongside Professor Yana and Chantho. These three characters do share a history as I'll explain.
Michelle Gomez maintained John Simm's (the previous Master) portrayal of the character,
specifically the psychopathic behaviour and inappropriate emotional
responses to certain situations, as well as the original traditions of
ruthless, murderous behaviour and grandiose, Machiavellian criminal
intelligence that have been consistent throughout all incarnations.
However, she also displayed a much more coquettish manner, with her new
female identity allowing her to fully express aspects of the Master's
ambiguous bond with the Doctor (as previously explored by Simm's
incarnation in The Sound of Drums). While determined to torment and
corrupt the Doctor with moral temptation while inflicting pain and death
to humanity, she frequently referred to him as her "boyfriend" or
"friend" and appeared to ultimately desire his acquiescence and company.
She is also well aware that she is even more dangerously psychopathic
than before, describing herself as "Bananas" to UNIT agent Osgood right before killing her (Death in Heaven).
However, when circumstances result in Missy being kept in a vault and
monitored by the Doctor after an averted execution, Missy actually comes
to show signs of remorse for what she had done in the past, to the
point that she prepares to side with the Doctor over her own past self
(The Doctor Falls).
The Master and the Doctor are shown to have similar levels of
intelligence, and were classmates on Gallifrey, where the Master
outperformed the Doctor. A similar connection between the two was also referenced in The End of Time in which the Master reminisces with the Tenth Doctor about his father's estates on Gallifrey and his childhood with the Doctor before saying, "look at us now". In the 2007 episode Utopia,
the Tenth Doctor calls the transformed and disguised Master (Professor Yana) a genius
and shows admiration for his intellect before discovering his true
identity. The Tenth Doctor further expresses admiration for the Master's intellect in The End of Time
by calling him "stone cold brilliant" and yet states that the Master
could be more if he would just give up his desire for domination. The Twelfth Doctor states that Missy is "the one person almost as smart as me" (The Lie of the Land).