1. I'm a cool character.
Specialty? Bufu spells.
2. Bet you're glad she changed her mind about me.
Elizabeth has a Jack Frost quest. Namely, get her three Jack Frost dolls. When you do, her quest completion text says that she originally wanted a Lv. 99 Jack Frost, but she's pretty happy she chose this instead.
3. Of course, being cool is no excuse not to smile.
Not only is he always smiling, he laughs too!
4. Not that it helps me with Empresses. I don't think either one notices me.
Mitsuru naturally never has anything to say about the guy, but Margaret doesn't have a Jack Frost request.
Other future clues.
5. Sometimes I'm a Magician.
6. The woman in #2? She's the predecessor of one of the Empresses, but isn't an Empress herself. Sure acts like one if you ask me.
7. When I'm a Magician, I guess you could say I'm all in your mind.
8. I'm a Mascot! Hee Haw!
Go for it, Snowfire.