You now know about the crusader part of the group but you are probably wondering about the Our Lady part. Our Lady is a reference to Mary. When Jesus died on the cross he said to St John “Here is your mother." St John represents all of us, all the people in the world, Jesus gave us Mary to be like a mother to us. We all know that a mother grants all most anything asked of her by her children (us). This is why we pray to Jesus through Mary, because Jesus never says no to something Mary asks of him.
When we call Mary the Mother of God it does not mean she’s actual the “creator of God” but we mean that ancient Greek word “Theotokos” meaning God bearer meaning she carried God (Jesus) into the world. Therefore, she is the Mother of the Church
We also pray to her because she is the perfect example of how to pray. She shows us her perfect love, by how she adored Jesus when he was a little baby in her arms. When she appeared at Fatima, Jesus also appeared and told us to follow her example, her example of prayer.