Lash is the name Harry Dresden ultimately gave the shadow the fallen angel Lasciel placed in his mind when he picked up her coin at the end of Death Masks to prevent it being touched by the infant Harry Carpenter.
Lasciel's shadow could manifest herself to Harry as an illusion that required some concentration to see through. She often portrayed herself as a tall athletic blonde woman in a white Greek-style tunic reaching down to her knees.
The shadow often tempted Harry with various abilities, which he generally resisted, but eventually entered upon some bargains with her, saying that she needed to help him (typically in the form of her photographic memory) if they both were to survive.
As time progressed, Harry eventually began to accept more of the Shadow's help, allowing him to remember the entire text of the Word of Kemmler by simply glancing at each page or helping Harry to understand obscure languages ranging from Ghoul to Ancient Etruscan in the hall of White Court. She also simply augmented some of Harry's spells with Hellfire.
During the events of White Night Harry gave the Shadow the pet name "Lash" explaining it as a bit of petty insolence towards a nigh immortal being, and pushed her towards considering herself as a separate entity from the original fallen she came from. Throughout the rest of that book, Lash's appearance became progressively more disheveled. By the end of the book, she did indeed rebel against her originator, apparently sacrificing herself in a bid save Harry from a crushing psychic attack by Vittorio Malvora.
It was stated by the author that Lash reappeared in Ghost Story, but under a different name. There is an uncorroborated report that the author even told one fan at the Atlanta signing that the "Parasite" referred to at the end of Ghost Story was Lash.