Nephilim as she appears in Episode III
Nephilim as she appears in Episode I
Nephilim is a mysterious red-haired girl who first appears before Shion Uzuki in the Encephalon. She also appears when Shion sees the Zohar Emulator for the first time onboard the Woglinde. Later she appears in Shion's dreams warning her about Andrew Cherenkov's condition. Shion was the only one able to see Nephilim until she and the party arrived at Encephalon where everybody can normally see her. In the Encephalon, Nephilim warns the party about U-DO and the awakening of the "true form of KOS-MOS." What she's talking about is currently unknown. Abel is shown briefly appearing before Shion Uzuki and Dr. Juli Mizrahi scribbling a picture of a girl who looks like Nephilim.
Every time Shion sees Nephilim, a cross is seen swinging back and forth similar to the cross animation sequence that appears every time Fei Fong Wong sees himself as a child in Xenogears. An interesting similarity is that she very much resembles a young Elly from Xenogears. This is further shown in that Abel appears to be drawing a picture of a girl who looks something like Nephilim. There is some speculation that Nephilim is a part of Shion (as Id was a part of Fei).
"Nephilim" is the name of the race of giants referred to in the Bible. According to the Book of Enoch and the Bible, the Nephilim were the offspring of the "sons of God" who descended to Earth and cohabited with the "daughters of men." This was one of the reasons for the Great Flood. Nephilim means "watchers," or "those who have come down," although Nephila also means "Orion" in Aramaic. This alludes to an extraterrestrial influence.