Kanna is the elder sister to Kagura, despite her childish appearance. Although never stated, it seems like the two have a close relationship because Kagura never doubts her through out the series. This can be supported through the second movie. When the two thought that Naraku had died, they remained together. The two are seen with each other through out the series. Although Kanna is expressionless most of the time, when she hears that Kagura had died, she seemed sad. I also believe that Kagura's death made Kanna question her own existence, because she no longer valued her own life, and died shortly after, even when her own death could have been prevented. The only real thing they differed in was the betrayal of Naraku. Kanna always obeyed the orders of her father, even when it trapped Kagura in the basement for awhile. Kagura never blames Kanna, however, for leading her right to the trap. It's hard to tell if Kanna is loyal, or if she just understands with age that she is trapped and there isn't anything she can really do about it. Kanna is made out of glass, and therefore can shatter easily if she acts out.
Naraku created Kagura from his own flesh. We see the spider symbol on her back, the same as Naraku has, showing the relationship between the two. However, Kagura hates her own creator because he has little regard for her life. She is angry because he betrays her multiple times. He commands her to take out Kouga for the jewel shards he has, and also wants her to destroy InuYasha. She is badly hurt by InuYasha's Wind Scar, and nearly died. She felt as if her own creator was okay with her dying for him. She resented him for keeping her heart outside of her body so that he could have ultimate control over her life. Kagura attempts to escape the castle and his grasp while he is injured, but realizes that he can ultimately end her life once he wakes up. He punishes her afterwards by binding her and having miasma all over her body. This shows Kagura that there is no escaping Naraku. Kagura reaches out to people like Sesshomaru, and even InuYasha and his gang, by giving subtle hints and clues as to where to go and what to do to kill him. She hopes that one of them can free her from her misery.
Naraku gives Kagura a false sense of hope by returning her heart to her body. She gets happy for a moment, but is then suddenly attacked by Naraku's arms. He tells her he avoided her "precious heart," but he knew the damage he caused was far too great for her to survive. He wanted her to feel the pain that comes with having a heart. He told her she was going to see what its like to live and be miserable and full of sorrow. He wanted her to suffer alone before she died. Kagura was convinced that she could heal herself of the wounds in a day, but she soon realizes that it was impossible. She starts to question whether freedom was really worth losing her life, but is soon saved from dying miserable by Sesshomaru. He gave her a reason to smile and a reason to leave the world. She became the free wind, and ended up dying with a smile on her face instead of in vein.