Annie Leonhart was one of Attack on Titan's biggest enigmas in its first season. All we knew about her was that she was gifted with a sword, packed a powerful punch and is definitely not a people person. Up until the season's ending, Annie was harbouring her identity as the mysterious Female Titan, a titan with incredible strength and apparent intelligence. In the season finale, Annie concealed herself in an impenetrable crystal and has remained that way until Part Two of the Final Season. Now recently emerged after many years of encasement, Annie has entered a world much different to the one she left in.
As a Warrior candidate from Marley, Annie was sent to Paradis Island with fellow Warriors Reiner Braun, Bertolt Hoover and Marcel Galliard when they were very young. Their mission was to locate the Founding Titan. It was the Warrior unit that broke through Wall Maria in Shinganshina, and was thus the catalyst for the events of the anime that followed. In Part Two of the Final Season, Annie's loyalties seem to have changed, as she fights alongside her fellow cadets to save the world from the Rumbling.
"I Didn't Care About Anything"
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Annie was abandoned by her parents as an infant. A blood test showed that her Eldian blood was the result of her mother's adulterous affair with an Eldian man. A foreign man with Eldian blood who was placed in the internment camp adopted Annie, so that he could train her to become a Warrior in order for him to live a wealther lifestyle. Annie was too young to understand why she was undergoing all this rigorous combat training. Before she even knew her father's intentions, she was learning hand-to-hand fighting techniques from his homeland. In his eyes, her worth was determined by whether she can attain Warrior candidacy, which stemmed from selfish reasons of her father. When Annie became strong enough in later years, she fought her father to the point where he could not walk properly - which he rejoiced at, for now she can kill enemies without weapons.
It is for this reason that Annie never cared about life or death, including her own. No matter where Marley deployed the Warrior unit, she was able to take lives easily without emotional responses. She never found value in the concept of life. Her cold exterior protected her so that she can be the best Warrior in the unit.
In season one, when the main trio discovers that Annie is the Female Titan, she laughs at them. She tells Armin that she is glad that she can be a good person to him, as she did not kill him in her titan form when the Survey Corps first saw her. She then transforms into the Female Titan and eventually fights Eren which concludes with her encasing herself in a crystal. Her eerie blushing and laughing at her discovery may be interpreted as her mocking the lives she's about to take when she transforms. She is not shocked or scared that she was discovered as the Female Titan, which supports her uncaring attitude.
"I Don't Think Nothing Matters Anymore"
In Part Two of the Final Season, fans see her mindset change before she departed for her mission to Paradis, when her father kneeled in front of her, sobbing. He regretted drilling all that previous training into her during her childhood. He begged her to come home even if it meant throwing away Warrior status or becoming an honorary Marleyan. Annie realized at that moment that she had a father who wanted her to be home and safe, and she promised him that she would return to him after her mission.
In Part Two of the Final Season, Annie says that there are others just like her with loved ones that are dear to them. She recognizes that she committed sins that are undoable, but as long as she makes it back to her father then that is all that matters. In Annie's eyes, she would redo all her harmful acts if it meant she would return to her father. She joins Connie, Armin, Falco and Gabi after running into them at a festival. Along with Reiner, she is now part of the alliance to save the world from the Rumbling. Annie remembers her promise to make it back to her father in th anime, which fuels her alliance to Mikasa and the others. Her father will be dead if she does not stop Eren, and thus this may be her motivations to making sure that Eren is stopped.