Mary Morstan Watson
First episode: The Empty Hearse
Seen also in: The Sign of Three, His Last Vow
Occupation: CIA agent (former), assassin (former), nurse
Show history: We're first properly introduced to Mary when John is about to propose to her during their dinner date, approximately two years after Sherlock's untimely death. Sherlock, of course, chooses this exact moment to reveal himself as "not dead," which overshadows the intended proposal just a bit.
A few days later, Mary alerts Sherlock to a text she's received from an unknown number - a threat against John's life. Sherlock and Mary run to the rescue to pull John out of a Guy Fawkes' Day bonfire, which, we later learn, Charles Augustus Magnussen had him placed in.
In "The Sign of Three," John and Mary are finally married - and there also happens to be a murderer on the loose, who has targeted one of the wedding guests. Though John tries to keep Mary safe and away from his and Sherlock's crime solving, she is having none of it, and helps them solve the case. At the end, in the midst of the celebration of the wedding and of the murderer being found, Sherlock also deduces that Mary is pregnant.
In "His Last Vow," the tables really turn, as Mary is revealed to be an ex-CIA agent out to kill Magnussen, who holds sensitive information about her "work" during her time as assassin A.G.R.A., before she escaped to the UK and changed her identity. Sherlock manages to kill Magnussen in the end, protecting Mary, John, and the soon-to-be-born Watson baby.
My take on her: In short, I like Mary. A lot of fans were worried that her presence would majorly disrupt the great dynamic between Sherlock and John, and I think that was an understandable concern. But, thanks to the writers, Mary was not just some killjoy; she wants Sherlock and John to still be friends and solve cases, and she loves danger as much as John does, which is one of the many reasons why they make such a wonderful match.
My only problem is the twist in "His Last Vow." I guess it is a pretty interesting twist, and I could see the blocks being laid in "Hearse" and "Sign" to build up to it, so it's not like it was completely out of left field. I just wish that Mary didn't have to have some dark past to be seen as an intriguing character. She doesn't need to be an assassin to be awesome; she's awesome because she's frikkin' Mary Watson.
As for her future in the show, a lot of fans are worried that she'll be killed off, since she does die in the original books. I hope she doesn't; it would be such a waste of a great character. Plus, John doesn't need to have his heart broken again; he's already had that too many times already!
As for the baby, I'm not so sure about that, either. A baby has never boded well for a TV show; while I think watching Sherlock interacting with a small child would probably be the cutest thing ever, I can't imagine it working very well for the show in the long-term. Mary and John can't just drop everything and run off to solve crimes with Sherlock when there's a baby that needs taken care of 24/7. But what are the alternatives? Mary has a miscarriage? The kid dies?? No, I don't think so.
Whatever ends up happening, I'm very interested to see how the writers handle this!