She brings Sollux back to life during the troll's session.
Her history with Eridan is one of the tensions that lead to the whole "massacre on the meteor" sequence.
She saves the Mayor's life after her own death, and the Mayor is of course the most important character in Homestuck.
Her posthumous conversation with Jade is the introduction to the whole dream bubbles business which becomes important later on....
....er, and that's it. Her characterisation in "Pesterquest" seems to be not universally loved, but I really enjoyed getting an entire scene dedicated to Feferi and what she could have been. Now that I think of it, she's kind of a pre-echo of Calliope, who also does her best work after she dies.
"This is StuckUnderHell, nor am I out of it." - Mephistopheles