Viewers wondering who the child that Max hallucinated early on in Mad Max, which was set in the future to save on production costs, to 2015’s Fury Road, the series is famous for hitting the ground running and hoping viewers work out what is going on as the story unfolds.
Generally, the action-focused Mad Max films have simple enough plots for this approach to work. The original Mad Max is a sparse revenge story while its first sequel is an almost dialogue-free chase movie. Fury Road itself is essentially a bigger budget, higher-stakes revision of that approach. This time, the cargo is Immortan Joe’s captives rather than fuel, but the basic plot remains the same.
However, some minor moments in Mad Max: Fury Road go unexplained, and a lot of them deepen the sequel’s story and expand on its lore. Take, for example, the secret reason Fury Road’s War Boys huff chrome. Unexplained in the sequel itself, the reason cements their devotion to Immortan Joe and s for their erratic behavior. Similarly, the unidentified child who Max hallucinates early on in proceedings is not supposed to be the child he lost in the first Mad Max, Sprog. Instead, she is a little girl named Glory, as explained in the tie-in comic backstory of Mad Max: Fury Road.
In Mad Max: Fury Road's comic backstory, Max saved Glory and her mother from a gang of bandits known as the Buzzards just before he arrived in the Citadel—only for them to be killed in a crash as Max fought off the Buzzards. The latest in a long line of innocents Max has tried (and often, failed) to save, Glory is the child Max can’t stop imagining as he runs from Nux and the War Boys in Fury Road's opening. The trauma of seeing Glory die is still at the forefront of his mind as Fury Road’s plot begins and is what ends up leading Max to lose focus and become captured, resulting in his use as a blood bag by the War Boys.
It's this capture that leads Max to meet Furiosa and eventually sets up the plot, meaning that the character’s persistent hallucinations actually helped ensure the Citadel’s liberation. There are numerous serendipitous moments like this throughout the Mad Max movies, wherein an almost-supernatural sort of (apparent) bad luck ensures Max ends up where he is needed most. In some sense, Max’s canon comic backstory ensues his Fury Road heroism, as his recent heartbreak at the death of Glory and her mother means he is more determined to save Immortan Joe’s captives and free the Citadel. Thus, the little girl he hallucinates early on Mad Max: Fury Road is vital to the story - despite never being named or explained onscreen.