Solving the mystery of Selena is like searching for a very difficult treasure, but not impossible!
You can often talk to her. You can go to The Crimson Fox Tavern, her place. Talk about various things, like music, art, or stories in AIVille. Maybe from there you can find clues about her life.
You can also observe her interactions with other AIVille residents. For instance, pay attention to how she talks to Logan, Arjay, Lulu, or Owen. There might be hidden signals in their conversations.
You can also check old records in the AIVille library. Who knows, there might be a story about Selena written there. Owen, the library owner, might be able to help you find those records.