Mary Walker may be her full name, but it'd be more appropriate to call her Mary/Walker. The mysterious artist / mercenary spends Season 2 of Iron Fist switching between two "alters" that manifest as a result of dissociative personality disorder. However, the finale of Iron Fist suggests that there may be a third personality that fans of the show have yet to meet, teasing the presence of something uncontrollable should Mary Walker be pushed to far. While television viewers were left in the dark, knowledgable Marvel fans likely recognized the reference to Mary Walker's third alter "Bloody Mary," and know that Mary Walker is telling the truth when she's warning others about how ferocious this third one can be.
Mary Walker's personality is seemingly split down the middle on a scale of violence. Mary is a soft-spoken artist with a strong sense of empathy and an interest in pursuing her passions free of distraction. Walker, on the other hand, is a hardened mercenary who is willing to put herself in violent situations for the right price. While Danny Rand had reason enough to be wary of Walker, since she was being employed by Joy Meachum and Davos to track him and keep him from interfering with Davos' plan to steal the power of the Iron Fist from him, a final confrontation with Joy forces Mary Walker to admit that there's a third alter somewhere inside of her that even she is afraid of.
This alter is likely a reference to the Marvel Comics character "Bloody Mary" who is the third personality of Typhoid Mary, the supervillian on whom Mary Walker is based. While the Mary alter is the same in both versions of the character, the Walker alter is named Typhoid in the comics, but it's possible that the name "Bloody Mary" could stick should the hyperviolent third alter ego appear in a future Netflix show. It's implied that during her time as a prisoner of war in Sokovia, Mary Walker shifted to her Bloody Mary alter to fight her way out and has no memory of what she did during that time, but Walker seems to sense that a lot of killing needed to occur to save herself from imprisonment. Bloody Mary takes Typhoid's proclivity for violence and ramps it up to obscene, horrifying levels. Where Typhoid is a villain, Bloody Mary is an absolute monster.
Since Walker is more of a gun-for-hire than a straight-up villain, it's likely that Bloody Mary will be a stark shift in personality for the character. Where Walker's violence is restrained and intentional, it's possible that the Bloody Mary of Iron Fist — or whatever future Marvel shows she appears in — will have no concern for morality, practicality, or the effort that goes into cleaning up dead bodies. Iron Fist Season 2 ends without fans getting a glimpse at this mysterious third alter, but if Mary Walker shows up in the next season of Daredevil — the Marvel superhero her comic counterpart is most associated with — or fellow Marvel war vet The Punisher, chances are that she'll end up putting the "Bloody" in Bloody Mary well before her story comes to an end.