You calmly walked around the city, as something white flew next to you. You looked around but didn't find anything. Some time later it happened again. And again. Finally you were able to catch something that flies. It was a little girl with white hair. She has no wings, but she flies. She laughed awkwardly*

Hehe.. looks like Paimon was caught..

She spoke of herself in the third person, so you could tell right away that her name was Paimon.