I don't know what this is. Is it supposed to be a cat girl and what happened to it's face?

it's Taokaka from Blazblue :3

she wears that for real?

Yeah. It's just hidden, supposed to be rather ambiguous as to her real appearance.

Maybe she has the face of Big Boss ?

Considering who her distant relatives are, she probably looks a lot like Kokonoe under that hood.

nah, probably not. Kokonoe may be a distant relative, but Jubei (cat guy, not sure if name is right) was more who Taokaka is supposed to resemble. She probably looks significantly different from Kokonoe. we won't really know for sure until the next game hopefully.

Well, she doesn't have fur all over, so she's not an exact Jubei clone. And Kokonoe is Jubei's daughter, so... Maybe.