She’s named after a levitating Catholic saint best known for hiding away from sin by spurning worldly items in favor of living as a poor shepherd. Allegedly she died, and brokered a deal with G_d to return to life, suffering the sin of the world, and freeing those trapped in purgatory.
I imagine that when she left to bargain with G_d she took a sheep from one of her flocks and flew out the church chimney, like Santa might (minus the magic twinkle with more of a turbojetpack feel to it).
After Christina returned from Heaven she took to hiding in odd places while she suffered in the material world.
Say, for example, that this is the layout of your hut. Nice blue covers on the bed, no bathroom to speak of, and a lovely stove in the bottom left corner of the room.
Instead of sitting at your table to make light dinner conversation, Christina liked to bunk with the roast beef in your oven.
Here's another depiction of her hanging out in the church rafters as priests look on quizzically.
Nick Cave wrote a song about her.
This story isn't about the astonishing Christina though, but a woman who took her as her saint name/real name after she converted...