The only daughter of Julia Heartilly and General Caraway, Rinoa's first appearance is as a member of the Forest Owls resistance group, which Squall, Selphie and Zell are dispatched to provide support to on their first mission as SeeDs.
Initially, like Squall and Zell, Selphie is vexed and ticked off at the inadequate way the members of the faction treat them; she finds them all unprofessional, and particularly considers Rinoa's hand-made train model to be incredibly ugly
(and what else is there to judge people by?). However, as time passes and Rinoa grows closer with the rest of the party, Selphie comes to like her a lot, always urging Squall to go save her when she's in danger (that is, for like 90% of the game) and encouraging their potential relationship. Because Rinoa is spirited and open, Selphie mentions in her diary that she thinks the two of them are very much alike (on a randomly placed note, they even have the same action actress, Hoshimi Asai), except they "march to different beats", which is rather accurate and explains why they get along so easily: they basically possess the same core, although Selphie is far more happy-go-lucky and free of issues, as well as less insecure or inclined towards romance.
Overall very supportive of her friends, Selphie feels no different towards Rinoa: she is determined to stay by her side even after she becomes a sorceress, and has faith that she will never become evil. When Rinoa is comatose, and on all the other occasions she is in danger, Selphie worries about her a lot and will gladly do anything to return her to safety
(including giving her stupid boyfriend very unsubtle hints that it's rescue time). As could be expected, Rinoa is equally warm towards her newly made friend, and seems very thankful for her constant support and understanding. Considering their upbeat personalities, I can imagine the two of them having a lot of fun together.