Born on October 16, 1938, in Cologne, Germany, Christa Päffgen—better known simply as Nico—traveled one of the strangest paths through 20th-century popular culture. She was a European fashion model, an actress in Federico Fellini’s La Dolce Vita, a presence in Andy Warhol’s Factory, the mysterious voice on several of the Velvet Underground’s most enduring recordings, …