The Queen of Hel has a slightly muddy origin within the Marvel Universe, thanks to changes to official canon. According to some sources, including the source Norse mythology, Hela is actually the child of everyone's favorite trickster god, Loki Laufeyson. Along with his consort, the giantess sorceress Angrboda, Loki fathered the Midgard Serpent, Fenris the Wolf, and Hela. As a modern woman, she seems to prefer being associated with her kingdom rather than her birthright and doesn't really go by her surname. Of course, if your father was Loki, the god of mischief and lies—albeit a far different variation on the current bane of Thor's existence running around the Marvel Universe—you'd probably keep your last name under wraps too.
Hela also received an alternative origin story during Kieron Gillen's work on the throwback series Journey into Mystery. In this minor retcon, Loki created a girl named Leah, modeled after one of Hela's warriors, to defeat Odin's brother Cul. Later in the story, he sends her back in time to protect her from the wrath of his elder self. (Ah, comics.) At one point, Hela hints that Leah may actually be a young version of herself, which checks out from an anagram standpoint. If so, it would also make Loki and Leah's implied romantic feelings pretty darn creepy.
Whether Cate Blanchett's Hela will rock her classical or modern comic book origins in the Marvel Cinematic Universe is uncertain at this point. Still, those tricksters running the MCU hold a lot of curious cards up their sleeves, so you never know. One thing's for certain, Loki will have something to do with the forthcoming Ragnarok, essentially a cosmic cleansing cycle in Asgardian mythology whereby the Nine Realms are reborn through cataclysm. But whether he sides with his "daughter" or his adopted home is still very much in the air.