The character played by Catherine O'Hara in The Last of Us Season 2 has no equivalent to the video game franchise created by Naughty Dog. Though most characters in the series are verbatim taken from the games, O'Hara's character as a therapist at the Jackson settlement is purely original to the TV series.
This extra seems to be an innovative move by the showrunners to delve into the psychological state of Joel and bring depth to the character, different from the interpretation in video games.
O'Hara's character is said to share a complicated rapport with Joel as per interviews and teasers and will experience darkness coupled with an emotional depth of intensity. This fresh dynamic is meant to bring layers to the storytelling and provide the audience with new insights into recurring themes.
Who is Catherine O'Hara playing in The Last of Us Season 2?
Catherine O'Hara's casting in The Last of Us Season 2 has been announced as a therapist who lives in Jackson, Wyoming. This is not a character present in The Last of Us Part II, the video game the second season is adapted from.

Unlike Joel's game counterpart, who is more emotionally closed off, the TV Joel appears more willing to consider therapy as part of his process toward coming to terms with past traumas. The Last Of Us Season 2 trailers depict Joel admitting his deeds at the Fireflies' hospital—where he murdered many individuals to save Ellie—to O'Hara's character in what seems to be a therapy session.
This revelation is a major deviation from the game, in which Joel only shares this information with his brother, Tommy. O'Hara's therapist character has been said to have an "edge" and an odd dynamic with Joel.
She teased out her character's comedic side in interviews, saying that comedy and drama make for a compelling mix for her scenes. This implies that her scenes with Joel might have some moments of humor in the otherwise dark tone of the show.
How does her character affect Joel's story?
Joel's hospital choice in Season 1—saving Ellie possibly at the expense of humanity—left him burdened with a huge load of guilt and inner conflict. In The Last of Us Part II, all these are shown through his encounter with Ellie and Tommy. In the TV series, though, the therapist character played by O'Hara presents a different means of analyzing Joel's mental health.

By owning up to his actions within therapy sessions, Joel shows vulnerability that was lacking in the video games. This shift is an example of how television adaptations can build upon existing storylines by adding new characters and dynamics.
As reported, this therapist role can help to unpack Joel's inner conflict as well as provide viewers with a glimpse into his psyche. It may also be used as a narrative tool for exploring larger themes like morality, guilt, and redemption. O'Hara has also promised that her scenes with Joel will have dark comedy elements.
This method may serve to offer some respite from the intense narrative while at the same time not lacking emotional depth.
Catherine O'Hara's character in The Last of Us Season 2 is a completely new character for the TV series and does not feature in the video games.