A plot device that walks and talks. Usually a Mysterious Waif shows up to develop the plot of an adventure story. For some reason they draw the eye and attention. Often it's because they are The Woobie and so the Hero decides to protect her or help her on her quest. She often serves as a Call to Adventure.
Most often she's of royal birth, or a goddess in disguise. Sometimes unknowingly. But occasionally you'll just have a common birth waif.
There are two key parts.
First, she's a "waif". It's usually a she, but sometimes a young boy might fill the role- in this case the hero is likely a heroine.
To quote the other wiki: "The word waif (from the Old French guaif, stray beast) refers to a living creature removed, by hardship, loss or other helpless circumstance, from his or her original surroundings. The most common usage is to designate a homeless, forsaken or orphaned child, or someone whose appearance is evocative of same."
So she's somehow been removed from her normal routine and can't go home for some reason. (This is where The Woobie bit comes in).
The second is that she's mysterious. We (and the hero) usually don't know much about her past, at least until The Reveal at the end. But for some reason we are drawn to her. She's mysteriously alluring- partly because of the mystery around her. Where did she come from? Why can't she go home? Why won't she tell us about these things? (She's usually scared and doesn't want to talk about her past). A Mysterious Waif is frequently visually distinct from the other characters in some way and likely to double as an Oracular Urchin because odd, fey personalities are common with this trope and making cryptic remarks that only raise more questions goes hand in hand with the Mysterious part of Mysterious Waif. Outright Psychic Powers, or being so good at reading people that you might think they're psychic, are also frequently found in Mysterious Waifs.
Before you know what is happening the hero is getting caught up in trying to help her without really knowing what is happening or what he's getting into. (Expect him to have a serious moment of doubt once he discovers he's gotten into something big and dangerous.) Often involves a Big Brother Instinct aspect.
Particularly common in the RPG genre for video games. This character often has other additional elements of appearance and gameplay. See the subtrope Mystical Waif for more details about this variant.
See also Waif Prophet, Oracular Urchin. Mysterious Woman is usually sexy instead of Moe. Subtrope of Mysterious Stranger.
Chibi-Usa first appears in this type of role. Convincing her that she can trust the Sailor Sanshi is a major plot element.
Hotaru Tomoe/Sailor Saturn from Sailor Moon. She is mysterious, ready for a self-sacrifice, and wears unusually dark clothes; she also has several mysterious powers even outside of her Sailor Senshi identity (although many of the other girls did too). Her situation is somewhat different, as there are three sides involved: Sailor Moon, who wants to save her; the Guardians of the Outer Solar System, who want to get rid of her as she poses a threat to the world; and the evil Death Busters, who want to destroy the world with her help. A couple seasons later, she joins the main cast, and her powers overlap somewhat with those of the White Magician GirlCool Big Sis, Sailor Pluto.
Kari Kamiya/Yagami Hikari from Digimon Adventure and Digimon Adventure 02, the human lightbulb. Also an Ill Girl at times (really, she gets sick twice during the series and twice offscreen as backstory - a lot compared to the zero of most of the rest of the cast, but that adds up to a minuscule portion of her screentime - far from the invalid she's remembered as by fans.), she is the only one to have a Crest (Light) that doesn't refer to an innate virtue or trait. The powers of this Crest usually manifest themselves in weird ways, and she has been shown as both 1) unusually self-sacrificing and 2) drawn to the Dark Ocean, because of her powers and walled-in emotional problems. She's also empathetic to the point of being borderline psychic, which sends her into two Heroic BSODs in 02 (and during the last one, her best friend Miyako has to literally bitchslap her back to sanity).
She can also be possessed by the mysterious whatevers that are running the digital world (apparently, in rank, they're the one step that exists between The Obi-Wan Gennai and The Four Gods.) And once talked like her possessed self while apparently not possessed, and could grant healing and a recharge by glowiness alone. She's got some serious clout, and we never get any kind of explanation for it, not even something like "Light is just that awesome a Crest trait."
Kisara of Yu-Gi-Oh!, the white-haired and blue-eyed Egyptian and homeless, quiet, vaguely psychic, mysterious keeper of the spirit of the Blue-Eyes White Dragon who sacrificed herself to protect the only person who ever showed her kindness, High Priest Seto... even 3,000 years later.
Only present day example would be against losing to Isis during Battle City. Otherwise, Kaiba typically sees Blue-Eyes White Dragon as his personal BFG.
Ophelia at first appears like this, but she is just liberal amounts of Ax-Crazy.
Vivio of Magical Girl Lyrical Nanoha, the main character's adopted 6-year old daughter who has heterochromia and was found trudging through the sewers while chained to a pair of cases containing Relics.
Noir has Yumura Kirika, a melancholy and very cute protagonist who has no memory of her past. She also happens to be a deadly assassin.
Tiffa Adil, the Mysterious Waif of Gundam X fits the psychic part of this trope to a tee. She is a Newtype with precognition that is used to find the others like her, how does she find them? Through drawing their potential location. In addition she has been show to be the most powerful newtype in Gundam X and has been mentioned via crossovers to potentially be the most powerful newtype in Gundam period.
Ennis from Baccano! is a more modernized example. She's kind of a subversion because her powers are nothingnewin the series but other than that she has all the traits; Ethereal and beautiful? Check. Captivates the hero and the audience? Check. Is connected with the Big Bad against her will? Check. Is The Woobie? Checkity check check.
Mytho is a Rare Male Example from Princess Tutu, at least to Fakir. When Fakir first found him, Mytho was an Empty Shell dressed in rags who couldn't even remember his name, let alone his past ("Mytho" isn't his real name). Turns out he's a prince from a book, but he can't return until he defeats the Raven.
Ruru of Gaiking: Legend of Daiku Maryu appeared five years ago to Daiya after he lost his father at sea, saved him from being killed by a Kaiju, and gave him a small disc made of metal and glass, and then disappeared. In the future, as Daiya's hometown was attacked, she reappeared, bringing with her the titular Super Robot and calmly teaching Daiya its attacks after his Falling into the Cockpit.
Kazusa from Descendants of Darkness. She's suddenly orphaned, she's being pursuied by a demon, can somehow see the demon's true form and invokes a protective impulse in the main characters.
Miho in Sin City is a much more violent version of this trope.
"I'm Layla Miller. I know stuff."
X-23 fills this role in her comics debut, NYX. She doesn't show up until the third issue, but ultimately ends up driving the plot as the group she falls in with spends the rest of the series dealing with her abusive pimp's (who conveniently also gunned down protagonist Kiden Nixon's father in front of her when she was a child) attempts to track her down.
A male example would be the titular Oliver from Oliver Twist.
The kid in Road Warrior who never talks, but somehow grows up into the film's articulate narrator.
An early example is the servant girl from The Seventh Seal. She is a mute that follows the knight and his squire after they save her from a rapist.
Waterworld has Enola, an orphan with a map to dry land tattooed on her back.
Flute, in the Elenium trilogy by David Eddings, is a small girl who is revealed, slowly, to have greater magical powers than anyone else in the party. She can control time and animals, among other things. Eventually they find out that Flute is actually the goddess Aphrael, which explains everything.
Luna Lovegood in Harry Potter. Last of her line. Mother died when she was 9. Orphan's plot trinket = Butterbeer cork necklace and Dirigible plum earrings. Also pure-hearted and kind, distracted at times, weird, persecuted, absolutely adorable!
She's an example of playing with this trope. Rather than being an Oracular Urchin, she's a Cloudcuckoolander, and although Harry feels some protective impulses toward her, she's neither privy to the Big Bad's plans, nor targeted by him any more than any of Harry's friends. She may also qualify as Hero of Another Story - a rather tragic story.
Neverwhere has Door, who falls at Richard Mayhew's feet on the street one night, bleeding and begging for help. He takes her home to clean her up and let her sleep, and suddenly, he finds himself neck-deep in trouble - being tracked by Croup and Vandemar, being dragged around by the Marquis de Carabas, and stumbling upon London Below.
Crusade in Jeans has Mariecke, who is at the end of the book hinted to be his ancestor.
Errand in the Belgariad starts out as a 'total innocent,' passed from one evil sorcerer to another, until he falls in with the heroes, having learned only one word (that being "Errand".) He turns out to be a replacement God for Torak
Ivy, the current Archive in The Dresden Files. The Archive is the repository of all human knowledge. Anything that has been written down, anywhere, she knows. She also happens to be a young girl. When we first see her, she's seven - and unconcernedly tells Harry that if she has to, she'll kill him. We've seen her blasting vampires into oblivion and (at twelve) keeping almost 10 Denarians entertained without much effort. But she's still a kid, and will render official documents in crayon and squee over a cat.
Live Action TV
Kes from Star Trek: Voyager though her past is well-explained (if not her subsequent Face-Heel Turn) given that she's only lived a couple of years when the crew encounters her.
River from Firefly, who was tricked into leaving home for theAcademy and can't go back home because her rescue by her brother turned them both into hunted fugitives. She's now both psychic and insane, and she was already a genius polymath, so she definitely knows more about what goes on than anyone else but she's not equipped to tell anyone about it in a non-cryptic fashion. Also, she can shoot people dead without looking at them and take out entire rooms of enemies with Waif-Fu.
After Serenity, it seems she's getting better. Not 100% better (she still reads minds) but better than before.
Natsuki in GoGo Sentai Boukenger has a couple of Spider-Sense moments, so far a part you wonder if The Powers That Beforgot about the skull thingy way back in episode one, but when her powers are used against the Boukengers by bad guys, you get mass destruction. It's... really more trouble than it's worth.
Freya from Merlin, a Druid runaway who is under a Curse.
Machi Tobaye in Apollo Justice: Ace Attorney. Blind, can't speak English, and falsely accused of cold-blooded murder. Only the last's true, although his English is pretty awkward.
Isabella/Catleia from Advance Wars: Days of Ruin. Moe, Laser-Guided Amnesia, found in wreckage and rescued by the main character, instinctively knows mysterious knowledge she shouldn't without explanation, and the Big Bad seems to know who she is and is unusually interested in her.
Princess Yorda of Ico definitely qualifies. Though the castle appears to be her home, it's more accurately described as her prison. She's utterly helpless (so much so that she has to be led by the hand by the player character) for most of the game, unintelligible, acts childlike, glows with an ethereal light, and has some kind of magical power. Oh, and the Queen has a particular interest in preventing her from leaving the castle.
Tidus from Final Fantasy X is another gender flipped example, with the added bonus of being the perspective character. The audience see him start off in Zanarkand, but from everyone else's perspective he basically just showed up from nowhere and claimed to be from a long destroyed (holy) city.
Played with in Shadownova. Iris is actually the main character and we know exactly why she can't go home but she does have some incredible and plot important powers that everyone either wants or wants killed. She's implied to have lost a lot of faith in humanity over some traumatic event in her past that she refuses to elaborate on besides hinting that it involved the death of her father.
We might as well include a description for our Real LifeMysterious Waif who's pictured up there. She's the Afghan Girl, real name Sharbat Gula. She was photographed in an Afghan refugee camp. At the time the picture was taken, the photographer didn't know her name, and in 2002, she was successfully located and formally identified. Her photograph is the most recognized in National Geographic history.note And in case you're wondering how being moderately famous improved her life...it didn't. At the time the picture was taken, Gula was twelve and had just been driven from her home, so she was understandably pissed off. And when she was found in 2002 and asked how she felt about being famous, she found that it was hard to care when your husband was working for a dollar a day and your asthma made it hard to breathe within your own polluted city.