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Before Zanzibar Land
Born in Czechoslovakia and daughter of a Holocaust survivor Gustava spent her early life ice skating, becoming quite accomplished as she won two gold medals in the Olympics. Around this time in the late 1980s she fell in love with a man from the west named Frank Hunter, an alias of Frank Jaeger better known as Gray Fox. She planned to defect to the U.S. but was unable to gain citizenship. Disgraced for her failed defection she cast aside her public persona as a figure skater and joined the STB, a Czech police service where she eventually became the bodyguard of Dr. Kio Marv.
Zanzibar Land Disturbance
While accompanying Dr. Marv who was on his way to the U.S. with his OILIX formula to end the energy crisis their plane was hijacked by soldiers of Zanzibar Land, an emerging militant nation in the Middle East. While Dr. Marv and Dr. Madnar (whom was also on the flight) were captured, Gustava was able to escape but not before she put tracking devices on both of them. Unfortunately her radio was damaged and she was unable to contact either of them.
Although Snake had discovered Dr. Marv's radio frequency he was unable to communicate because he didn't speak Czech. It was then Snake was told by Dr. Madnar that Marv's bodyguard, Gustava, had escaped and disguised herself as an enemy soldier. To meet her somewhere where he knows she'll be alone Snake tales her to the lady's room (similar to how he finds Meryl in MGS). There Gustava teams up with him and helps free Dr. Madnar.
The trio eventually comes to a suspension bridge where it's only safe to cross one at a time. Madnar makes it safely across but before Gustava can make it a missile is shot from Metal Gear D destroying the bridge and blowing Gustava back to the side Snake is on. As fate would have it, and unbeknownst to her, Metal Gear is piloted by none other than her former lover Gray Fox. Gustava hands Snake her brooch, which later acts as a key to open the locker Dr. Marv put the OILIX formula in, before dying of her injuries. Later as Gray Fox lay dying from the fist-fight in the minefield with Snake he told him where he was going he was going alone but Snake told him Gustava was waiting for him; which seemed to give him peace.
Originally her name was Natasha Marcova, being identified as such in the "Previous Operations" feature in both Metal Gear Solid and The Twin Snakes. Likely her name was changed to Gustava Heffner to avoid confusion with the MGS character Nastasha Romanenko.