In Canto II, Dante calls to the Muses for help. He was suddenly overcome with fear that he may not be able to survive the journey. He questioned his worthiness to take the journey and compared himself to that of Aeneas, the central character in Virgil's Odyssey, and St. Paul: two notable people who have traveled through Hell, Purgatory and Heaven. Virgil chastised Dante for his cowardice upon hearing this. He then tried to lift his spirits by explaining that a woman from Heaven asked Virgil to help Dante on his journey.
The woman introduced herself as Beatrice, Dante's former love interest who is now in Heaven. It was indeed the Virgin Mary who felt pity and compassion towards Dante. She then asked St. Lucia to send forth her follower, Beatrice, to Dante's rescue. Beatrice traveled all the way from Heaven to Hell where she could not be hurt by all the pain entrapped there. But since Beatrice is a woman and because she must return to Heaven, she must rely on Virgil, who is caught in limbo.
Virgil was touched by Beatrice's beauty and kind heart that he obeyed her. After telling this story, Virgil assured Dante that there is nothing he should be afraid of, since three blessed ladies care for him and are in full support of his journey.
Hearing this, Dante rejoices and has regained confidence in himself because of the three ladies and the man who is willing to give him a hand. Thus, he continued on to his journey to the underworld.