Xue

 According to Ophelia, a dumb bird.  Xue is a blue spherical looking bird, she is first encountered when you get into the village and later inside your house besides your bed, she doesn't do anything until the end of the Interlude at which she seems to be alive and has been watching You, it's also implied that Xue has some kinds of telepathic powers to read your memories.

Trivia

 * Xue is actually the profile picture of Redamz (developer) in Steam
 * After talking to him in the final of the Interlude, interacting with them will trigger Ophelia to say that it's just a Plushie