Gloria is the tritagonist of the Madagascar franchise, and is the love interest of Melman the Giraffe starting on the second film. She is the sole female of a quartet consisting of herself, Melman, a zebra named Marty, and the lion protagonist, Alex. She is voiced by Jada Pinkett-Smith in the entire franchise and, in a flashback in the second film, Jada's real-life daughter Willow as a calf.
The first film never said a thing about her being the love interest of Melman, as it probably wasn't yet decided.
Starting on the second film, according to a flashback, it is possible that Melman had a crush on Gloria when they were juvenile, as he got uncomfortable when she commented that Alex is cute. He always tried to admit his feelings for her, but she never noticed. In fact, she kept trying to find a boyfriend of her kind, and became Moto Moto's girlfriend, only to find out he only loves fat ladies, while Melman loves her for being her no matter what. So, realizing she loves him too, she saves him from sacrificing himself in the volcano. Ever since, Gloria has been Melman's girlfriend, especially in the third film.