She’s great at reacting to threats and can hold her own in dragon fights as she’s 50% resistant to fire. Additionally, Jenassa can also dual wield weapons which makes her a beast in close quarters combat.
She specializes in Archery and Sneak, so she can complement Thief play styles and support you from afar in fights. The only downside is her level cap is 40, which is why you might want to find a new companion in the later game. Jenassa is a Dunmer (Dark Elf) mercenary who is one of the best early game followers, especially in vanilla Skyrim.