Cecelia was Pegasus' childhood sweetheart. They first met at a party thrown by his businessman father in Las Vegas fourteen years before Duelist Kingdom. Cecelia and Pegasus were married and Pegasus, an artist at the time, constantly drew pictures of his love.

However, Cecelia died of a disease shortly after their wedding at the age of 17, this prompted Pegasus to search for a way to bring her back, ultimately culminating in his acquiring of the Millennium Eye from Shadi. Pegasus' feelings towards his beloved were eventually revealed to Yugi Muto and his friends after they found Pegasus' diary, which displayed his emotions. His reason for the cruel methods he put Yugi and his friends through to acquire Kaiba Corp was to use it to create a hologram of Cecelia. In the English dub, the reason was to combine the power of the Millennium Items with Kaiba Corp's holographic technology to bring Cecelia back to life.

(Source: Yu-Gi-Oh! Wiki)