Jenny Next was Thursday and Landen's nonexistent youngest child and in fact a mindworm. Aornis Hades planted false memories of Jenny in Thursday's mind, and Thursday truly believed that she has a second daughter, even though she didn't. In The Woman Who Died a Lot, Aornis moved the mindworm around Thursday's family, first to Landen and then to Tuesday.
Jenny was based on a real daughter of Aornis, who had died.
Jenny appeared (as it were) in the following works: