Gaia is an important figure in the The King of Fighters series and presumably on the entire SNK timeline. It means "the Earth".
Gaia is a divine entity, probably based on the Greek Mythology's goddess of the same name. She is mentioned in the story of her probaable creeations: Orochi who claims to be the "Will of Gaia" and Saiki who calls himself the "Western Emissaries of Gaia".
She has never made a physical appearance in any game and her existence can be merely an interpretation of the planet Earth itself.