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Spoiler: All right, then
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Jessie comes from a very messed-up family in the back country of Louisiana. He was raised and taught to fight by some of the meanest, least sympathetic psychotics on the planet. You'll likely meet them later in the series.
Cassidy is a vampire. His origin story in the comic was titled "Interview with a Bastard." Heh.
Tulip was raised by her gun-loving daddy to take s*** from nobody.
Jessie wasn't exactly chosen by God, but a lot of His agents see the preacher as someone with a great deal of potential - or as a threat. The force that possesses Jessie is called Genesis. It's a contradiction, both angelic and demonic in nature. Jessie's own conflicting natures called to it and make him a very suitable host.