Annie Thelen makes her first appearance in the third season premiere "Lightning Rod". Her parents are some sort of researchers (I think) and they travel the world. Annie has spent most of her life anywhere but in the United States. She is especially fond of the time her family spent in Peru, although her mother has bad memories of the place. It seems that Annie was very young when they lived in Peru and she gave her parents quite a scare when she disappeared into the jungle for a little while. When Annie's parents are preparing to move to Pakistan for an extended period of time Annie's mother asks old family friend Molly for a huge favor. Apparently she thinks that life on the road with a rock band is more "normal" than living in Pakistan and asks if Molly will take Annie with her. Annie is musically gifted - she can play nearly any instrument, loves to sing, creates her own instruments, and composes her own songs. Travelling with Molly would be something of a musical internship for her. After much soul-searching Molly agrees to allow Annie to come on tour with them.
Annie soon fits in well with the Bell children although it takes Jack considerably longer to warm up to her. He doesn't immediately take to the idea of having her around while Fiona is living in Seattle. Eventually, however, Jack begins to treat her in very much the same half-patient, half-exasperated, but entirely protective manner that he treats Fiona.
On a more paranormal note, Annie seems to have a "phantom panther" following her around. He appears in her dreams and seems to have some connection to her "missing" time in Peru. Is he Annie's version of Bricriu?