As she's a young child, Anya is very impressionable towards the people around her. For instance, reading Loid's mind and acting in ways he found very odd and learning how to punch from Yor. Given her telepathic ability ostracizing her from people and her many foster homes, she instantly took to "Twilight" for being a real spy. Since being adopted, she wanted to go wherever Loid was going in hopes of seeing the spy stuff she always sees on TV but after the events of Chapter 1, she has learned of the harshness of espionage and stopped messing with Loid's spy work. She is quite clever being able to spell long words by herself and helping Loid out as best she can, even nudging Loid and Yor together.

Anya really wants a loving family as her previous family likely abandoned her, leaving her with some abandonment issues as she cried at the thought of Loid replacing her and asking him not to leave her behind. This is further proven by how she lied about her age so she can be adopted by Loid so he can do his mission.

No english reference for this character but the JP dub is already out - https://www.youtube.com/watch?v=0nHpuMNA6kY