Well, given how little we know of the native wildlife of Mars, there could be a myriad of reasons why it'd live underground, and sport its unusual coloration. (It's also possible the tentacle creature is not even a native Martian species...)
The other questions you ask are part of what I'm still trying to solve about Marissa myself: is she an Earth woman, transported to Mars where the lesser gravity gives her super strength a la John Carter? Is she an actual Martian, perhaps the product of genetic experiments that have gifted her with her great strength? Is she affiliated with some law enforcement/peacekeeping organization, or is she a "freelance" vigilante in the style of Batman or Superman? I just know that her adventures will look like Golden Age science fiction illustrations.
How's she going to get out? Haven't the foggiest...