Sophia is one of the first NPCs that will make a big impact on your character. She plays major roles in Chapter 1.
She's been working with General Van Handel for quite a while, so she knows him well. Before you prove your worth to General, he acts harshly toward you, but Sophia defends him by explaining the reason he acts the way he does.
Sophia briefly tells you about The Path System in a vague manner so that you can discover more about it yourself. She also warns you that once you choose a path, you cannot change it. After choosing your path, she will reward you with your respective path's upper headgear.
After that, talk to Sophia again to get the quest "Chapter 1: Nidhoggr's Revenge" which will unlock Eden Dungeon (moonhaven 240 130).
After you submit Gavriil's Ring to General, talk to Sophia to receive Sophia's Blessing.