This is the name assigned by protagonist Maree Mallory to a cruel figure that haunts her dreams. She is gloomy, strict, and punitive, and whenever Maree is in a bad state, she has nightmares in which a dark, prickly old woman lectures her on all that is wrong about her, and all the bad things she has done, and the punishments she deserves.
Maree keeps a diary -- a journal, really -- on her computer and calls the directory that houses it the Thornlady directory. She does it to show the old woman that Maree knows what a pill she is and is committed to opposing all her yucky impacts on her life.
The only thing that seems to repel the depression and weakness that the Thornlady causes in her is to do a weird kind of dance that involves turning and stomping and flicking the bad luck away with a hand gesture, chanting "luck, luck, luck." Maree and her younger cousin Nick Mallory call this the "Witchy Dance for Luck," or just the Witchy Dance. They are performing this dance when they meet, for the first time, protagonist Rupert Venables on a tollbridge in Bristol. He honks a horn and glares at them, making them think of him as a stuck-up prat. And he in turn thinks of them as crazy mixed-up teenagers. It's a bad beginning to their relationship, and the Thornlady is responsible, so it's an ill wind....