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you set out exactly where and when the character is and this is good but you could make it a bit more subtle by using "show don't tell" (e.g. "I have long auburn hair" to "I tied my auburn hair back with a green ribbon that contrasted nicely with it. It was too long for the job, really, but I liked it.") if you reveal details through the narrative it will flow better.
I would like to know why the character has joined the CR.
Who was Jenny wilde before she was a member of the crimson revenge? What are her motivations?
Keep going - you have a great idea, it just needs fine-tuning :)
A good start!