Hera is introduced in Kid Icarus: Zeus's Lightning Bolt. Hera is the goddess of marriage and childbirth and married to Zeus, so thats why she created Sky to aid Pit on his adventure.
Hera is somewhat serious about war because she is not used to being in it. She does not brag or even give a little smack talk because she is afraid of what might happen if she does. She is only a little more humorous after the war.