I reccomend you read this 'chapter', especially if the only tieflings you've previously encountered are Haer'dalis and Valen (from Neverwinter Nights: Hordes of the Underdark)

Legal rubbish which applies to the whole story: BALDUR'S GATE II: SHADOWS OF AMN, BALDUR'S GATE II: THRONE OF BHAAL: © 2000, 2001 Bioware Corp. All Rights Reserved. PLANESCAPE: TORMENT & DESIGN: © 1999 Interplay Productions. All Rights Reserved. BALDUR'S GATE, TALES OF THE SWORD COAST: © 1998, 1999 Bioware Corp. All Rights Reserved. Baldur's Gate, Icewind Dale, Torment, Planescape, the Planescape logo, Forgotten Realms, the Forgotten Realms logo, Advanced Dungeons & Dragons, the AD&D logo, and the TSR logo are trademarks of TSR, Inc., a subsidiary of Wizards of the Coast, Inc, and are used by Interplay under license. All Rights Reserved. Interplay, the Interplay logo, Black Isle Studios, the Black Isle Studio's logo, and "By Gamers, For Gamers." are trademarks of Interplay Productions. All Rights Reserved. The Bioware logo is the trademark of Bioware Corp. All Rights Reserved. All other trademarks and copyrights are the property of their respective owners.

Which basically means the story is MY property- but everything in it, the places, characters (except Loké [Pronounced like Loki] obviously) and so on aren't mine!]

Origins of this story
There's been talk in the BGII modding community about an Annah conversion. And while there's been a lot of talk about it, its never really been done, which is a real shame, because Annah is a great girl from what I've seen. Note the seen- I only played PS: T once, and that was really just watching a friend. But I loved what I saw of the girl! The idea behind this fic is straightforward enough, as was the mod's- Annah winds up on the prime material plane, and into the PC's [Player Character's] party. I.e., where BGII is happening. Almost certainly a romance between the pc [Loké] and Annah. I may do a lemon.

For obvious reasons I'm not going to bother describing a lot of the places and characters. For those of you who haven't seen Annah go to planetbaldursgate and check the encounters section of the PS:T section of the site. I would give you a direct link but it doesn't seem to like them. Sorry. :/
I may do a little light description of her anyway, but that page removes most/all of the work so go check it out. I seriously reccomend you do if you've never heard or seen Annah before.
For some background info on her race:

'What is a tiefling? The Planescape Monstrous Compendium Appendix I says:
"Tiefling are the offspring of the planes, as varied as the places
they call home. Superficially human, their appearance always betrays
them: some sport small horns, others have pointed ears, scales, a
cloven hoof, or just a wicked gleam in their eye that never leaves."

Popular opinion on the Planescape Mailing List states that most tieflings are descended from the fiends, who represent powerful forces of evil in the Planescape universe. Many are of an evil disposition, and those that remain are strong-willed and frequently unfriendly. Some tieflings simply are the way they are because their families have lived at the heart of universal evil for so long.

And I also found a very good bit of info on their psychology from a very useful website. Sadly it won't let me do a link and I can't get Quickedit to work for that. -.-#
Here's a cut 'n paste from there.

Race Overview:
Wretched. Outcasts. Borne without a parent, borne into strange lands of the Lower Planes with nothing but themselves to rely on, the tieflings are part human and part something else. That 'something else' is rarely one thing: the bloodlines that they come from are almost undeniably tinted with fiendish blood. Horns. Goat feet. Tails. Six fingers. Three eyes. Random deformities. A tiefling can look like anything, as long as that "anything" isn't normal. While the aasimar are what most would consider the perfection of human form, the tieflings are the perversion of it. Mutants. Not one of them looks "normal", rather, they are each an individual, both mentally and physically. The story that each tiefling could tell is sure to be one of mystery, intrigue, betrayal, and greed - and what makes it even more interesting is that it could all just be a lie. Tieflings lie frequently and lie when it suits them to do so. It is their fiendish nature peeking through, tapping them on the shoulders, and not letting it be forgotten. Anger, rage, greed, the 'deadly sins' of Judeo-Christian mythology are like old friends to the tieflings. Not all tieflings want this. Most hate it, seeing their fiendish blood something that makes them scorned, untrusted, and hated by normal people. They desire to prove themselves, to show the world that they've risen above the stereotype that it's shown to them. They've survived on their own all their life, and they're not going to turn to other people for help. They're going to make a name for themselves in something, or they're going to die trying.

Allies and Enemies:
The tieflings really have no friends. Nobody out there really cares about the tieflings, so they tend to keep to themselves. Even other tieflings don't trust each other, all of them are wretched refuse cast onto the teeming shores of the multiverse with nobody to rely upon, not even their own kin. Because of their varied backgrounds and stories, the tieflings have nothing to tie them together as a race, and as such usually stay far away from one another. To a tiefling, another one is competition, another obstacle in their way. A villain. Of course, the Aasimar and celestial beings of the Upper Planes have nothing to do with tieflings as a rule.

The fiendish blood that runs through their veins is more than enough to make creatures of purity wholly distrust them. It is rare that the aasimar or the celestials of the Upper Planes will have dealings with the tieflings, and there are even rumours of a secret Upper Planar plot - led by an overzealous asuras, angelic being existing to punish evil - to cleanse the streets of Sigil of the foul presence of the tieflings.