Chegine Lestat is a fictional character of a book called Letters of C. L., to Herself which is a roman à clef. It has been written in a form of a compilation of letters addressed to various anonymous personas from Chegine Lestat.
Written in first grammatical person, the book explores Chegine’s experiences as she goes through life first hand. Various other characters make their way into the pages as they are mentioned in the letters, however no full names are given, only initials. The only name that appears at the end of each letter is Chegine's own, however even that is often shortened to "C.L.", apparently depending on who the letter is addressed to.
No additional information but that which can be extracted from the letters themselves is given, so Chegine Lestat's origin is not known. Probably it has nothing to do with Lestat de Lioncourt.
Letters deal with various subjects and issues some being of a personal psychological nature, some being of political and philosophical natures.