Anna is a recurring character in the Fire Emblem game series but only playable in Fire Emblem Awakening. There are very many Annas, all with the same looks and the same name. They are all merchants. In Awakening, the playable Anna has Trickster as a starting class.
Fire Emblem Awakening
In one of the side missions in Awakening, Chrom and his group encounter an Anna who tries to fend off a bunch of bandits. Chrom and his Shepherds aid her and the bandits are defeated. Anna thanks Chrom and leaves.
Later, in the next side-mission, Chrom encounters what's left of the bandit gang who has captured a different Anna, in belief that she was the one responsible for their defeat before. Chrom attacks the bandits and saves Anna. Anna agrees to join Chrom's Shepherds as a thanks for helping both her and the other Anna. Anna then stays in the party until her fall in battle.
Fire Emblem Fates
Anna makes one more appearance, both as playable and non-playable: as a playable character she can be recruited after completing the Xenologue Anna on the Run. The non-playable incarnation appears several times in DLC, such as near the Dragon's Gate and in various downloadable chapters to obtain reclass items.
Instead of using swords in combat like in Awakening, Anna uses bows. Her advanced class is generally Adventurer, which is the counterpart to Trickster in Fates
Anna's starting class in Awakening is Trickster, and as such she can use swords and staves. Her Lucky Seven skill makes her hard to hit during the first seven turns. Using staves, Anna can heal her allies or otherwise lend support.
In Fates, Anna starts out as an Outlaw. Thus she needs to be given a Master Seal in order to grant fighting potential.
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