Alice

Alice first appears within the preliminaries as the "wandering girl," a rumored female ghost that will suck out a victim's soul if they respond to her. Sensing a strange presence staring from behind, she appears before the Initial Protagonist without any footsteps or sound of breathing once he looks back. She quickly fades away without saying anything. Meeting her again, she asks if he isn't afraid of her, and introduces herself as Alice. She has a faint smile on her face afterward, and invites them to have tea sometime.

(Source: Type-Moon Wikia)