looking closerWhen the Chosen and company first meet Sheena, none of them get the impression that she is a cold and ruthless assassin. Mostly due to the fact that she falls in a hole soon after attacking them. And then has to be healed by her own targets after Luin is attacked. And It's fairly clear from the beginning that Sheena has reservations about killing Colette, which grow even stronger as she witnesses the sad state that Sylvarant is in. She eventually opens up to the party about the nature of the two worlds, and begins to work alongside them.
So it becomes clear early on that Sheena has a kind personality underneath the whole mysterious assassin thing she attempts, from the early lack of resolve to kill the Chosen to the compassion she shows at Luin. There, the party meets an injured Sheena who had tried to fight the Desians who attacked the town. Odd, considering her mission was to prevent the world of Sylvarant from prospering. It's in Luin that we really get to see the level of care Sheena has for others, seen in an optional scene where she plays with the city's children, and later as she lies injured after the Desian attack. Sheena joins the party to attack the nearby human ranch, and from then on becomes their ally. Sheena reveals herself to be quite optimistic and eager to help; she tends to think like Lloyd, although much less naive. We also see that she's rather down to earth and easily embarrassed when others praise her.
However, underneath her kindness there lies a lack of confidence and a fear of failure. It all stems from an incident that occured when Sheena was younger. She attempted to make her first pact with a Summon Spirit, Volt, in the Temple of Lightning. But Sheena was unable to understand the language that Volt spoke, and thus he grew angry and attacked Sheena's village, killing roughly a quarter of the population and landing Sheena's grandfather, the village chief, in a coma. Due to this, Sheena feels alienated within Mizuho and fears attempting to make a pact with Volt again.