Дженни

Jason and Jenny both exist in-universe but the player can choose to play either one or the other at the beginning of the game.
They are both orphans and consider themselves brother and sister. They care a lot for Innocentia too, a 13 year old girl who lives with them in the orphanage.
To avoid being separated, the three of them decide to run away from the orphanage and end up living on the streets.