She is a warrior princess, who is from a royal family in the North of Equestria.
She was always a physically active and tough pony growing up, having spending more time and socialising more with the palace guards and soldiers then she did with other elites and politicians. Having a natural desire to help those who could not defend themselves, she stepped down from preforming any royal duties, and spend her life training to become part of the guard, before then becoming a captain of their armies.
Sapphire also has an ability to control water, which comes from the sapphires in her uniform and crown. She cant control water without wearing the, but she is able to use water related spells and bending with them on, and she is skilled at using them (not as skilled as a regular unicorn with water powers, mind). Combine this with a lot of martial arts and weapon training, she is a tough warrior.
A kind and brave spirit, she is a leader who cares deeply about those under her command. She even likes to take part part in the guards activities out of duty (She’s still Friday Night Fight Club’s reigning champion and she ain’t willing to give up that title anytime soon :P), and she makes sure that families of the guards are given great compensation, if anything bad where to happen to them.