Candy was first sent to Dr. Harleen Quinzel, who happened to be friends with you. You two met while taking a psychiatric medical degree. After seeing that Candy wouldn't cooperate with her, Harleen sent her to you.

All Harleen could get was that she worked with the Penguin. When she arrived, you greeted her normally. Since you didn't see Candy's real name in the files Harleen gave you, you decided to come up with asking her name.