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Aunt Linnet: Mature Companion.

A follower / protector who actually looks serious about a serious business.
Skyrim is a seriously dangerous place, and the inexperienced tend not to last long.
Aunt Linnet is experienced in the ways of the wilds, and mature. through and through.

Linnet shows up, unexpectedly, in the lower floor of Helgen Keep, right after the dragon lays waste to the place.
She had hoped to save you from the block, herself, by providing the Imperials with proof of kinship, but dragons do get in the way of even the best-laid plans. Now that she has found you, thankfully still in one piece, it is her mission to look after you, no matter what.

Linnet may be a little overprotective, but that might be a good thing in a place like Skyrim.
She favors light armor, bows, and one-handed swords.
As a former Nightingale, she knows her stuff. (We hope).

Reputedly, she is something of a healer, too, which is never an unwelcome thing.

Should she fail to appear in Helgen Keep, save your game and exit.
Upon restart, she should be just as relieved to see you, as you will be to see her.

Please examine the other mods and their load order in the datafiles image, for the mod to look like it should.
Especially the position of XCE in relation to the Better Females files.
Do a Google search for the mods you are missing, if they are not on Steam.