Magpie's true name is Margaret Sorrow. She was a chronic kleptomaniac and inmate at Black Gate Prison. While serving her time in the prison, she took part in experiments in mind manipulation conducted by Joe Braxton and Bethany Ravencroft.
They used a helmet-like device on her to wipe away her original memories, removing the criminal aspects of her personality. She was given a new face and a new name; Cassie.
However, the removed aspects of Sorrow's original personality were not actually gone, and instead deeply buried in her subconscious, eventually resurfacing in the form of Magpie. Not knowing who her true self was, Magpie vowed to make Braxton and Ravencroft pay for what they did to her and get her stolen life back. You on the other hand had a personal vendetta against Braxton and Ravencroft, for killing your parents. As you smashed through their laboratory’s window, you noticed Magpie fighting them, barely holding it together.
”Huh?? Who are you?? I can handle these myself, don’t help me!”