Jessica was a girl that was kidnapped by Not-Men and take to a Dogan with Susan of Kingstown.
In The Journey Begins, Jessica is put in the same room or cell as Susan, and when Roland comes to rescue Susan he believes Jessica to be an aggressor. He quickly establishes that Jessica was kidnapped to the Dogan as well. Roland frees Jessica and Susan and then goes after the other Not-Men with a Billy-Bumbler that has been following him. Susan tries to follow and gets taken by another Not-Man, but the Bumbler comes and bites him in the neck. The Not-Man impales the Bumbler on a tree branch and then a shot is fired and kills the Not-Man. Jessica is the one who killed him.