Rose first appears in the Childhood quest, where she and sibling Sparrow, explore Old Bowerstone Town to earn five Gold coins. When the five coins are earnt, Rose and Sparrow are invited to Castle Fairfax, by Lucien Fairfax himself.
Lucien discovers that one of the two is a Hero, so he shoots Rose, killing her, before turning the gun on Sparrow, who eventually lives.
Rose appears later in A Perfect World, where they both are children. In the middle of the night, they are both awoken by a disturbance outside, so Sparrow goes out to investigate. Rose shouts after Sparrow telling him/her to come back.