Cortana, the digital consigliere coming to Windows Phone 8.1, won't be represented by the light blue apparition of a woman. Cortana will, appropriately enough, be a halo.
It, uh, she? will be represented by a blue ring that animates whenever she's speaking or thinking, says The Verge, citing sources inside Microsoft and providing some screenshots of what Cortana looks like on the phone. They're over at the link.
The Verge has more details on Cortana's features but a big one is that she can address users by their name—or their nicknames, if you prefer to be called, say, "Master Chief."
This is Cortana, Microsoft's Answer to Siri [The Verge]