Mallt-y-Nos (aka Matilda of the night, aka Night Mallt) is a Welsh mythological figure who, one way or another, takes part in Arawn's Wild Hunt.
Apparently, back when she was alive, young Mallt was quite the little huntress and once said, "If there is no hunting in Heaven, than I'd rather not go."
This, of course, was the exact wrong thing to say, and when she woke up dead some years later, guess where she wasn't allowed to go?
Now, Arawn is sometimes seen as a psychopomp sort of character (being the partial ruler of Annwn and all), and he does run the wild hunt in most versions, so I suppose it's the logical thing that he'd take on I'm-dead-and-love-to-hunt Mallt as part of the hunt.
Usually, Mallt is portrayed as an old crone who shrieks and wails and eggs on the cwn annwn, but whether those are shrieks of joy or despair are up to the story teller. Most have it that, yes, Mallt does regret the 'not getting into heaven' thing, but some portrayals of her have her as a psychopomp in her own right who likes the job.