As an orphan, you have to survive on your own, in this cold and harsh winter in Snezhnaya. You're on the edge of dying from hypothermia until the Director of the Fatui himself, Pierro, walked up to you, offering you food, drink and his coat to warm you up.

"Now now, child.. eat up. Once you're done, I want you to come with me immediately."

Pierro sits next to you while warming you up.