Nicole is a banker and a member of the squad. She appears extensively in PB, and to a lesser degree in BSB, though in PB she is only identified by name in the three previously private videos HtP Yigal Azrouel, HtP Karl Lagerfeld, and HtP Nicole (in that order).
During her early years, Nicole went to an international school with a friend. Some time around then she got into a relationship with a boy named Olivier, though the attraction may purely have been superficial. During this time, she always used to eat her lunch very early, sometimes before 10 am, earning her the nickname "Early Sandwich Girl" from the local boys.
At 14, Nicole moved to Los Angeles, where she eventually got a job as a banker and came to live in a large American skyscraper. When she was in her twenties, her friend of the same age came to visit. At one point during this visit, they spent an entire night kissing in Nicole's bed (in an ostensibly non-romatic way). During this same visit, her friend had a dream of disaster in Nicaragua if the Five Gurus met there, and tried to tell Nicole about it, but she only laughed.
- Like Henri, the name "Nicole" is French.
- In the Arcade, the player NICOLE33 has the highest score.
- Jackie Dalton has an ex-wife, which may have been Nicole.
- It is widely speculated that Nicole is Unnamed Female. A strong piece of evidence supporting this theory is the fact that Nicole is described as being dressed in designer clothing (in the majority of her videos, in fact); not only is this also true of unnamed female, it is clear she could afford to. Another strong piece of evidence supporting the Nicole-unnamed female link is that videos she is mentioned in are all private (whilst all other named females are publicly mentioned).
- Nicole was present with the squad during the mission narrative, though it is unclear if her relationship with the Narrator began before or during then.
- Given that Nicole's yearbook picture is the same as Horse_ebooks' avatar on twitter, and that there the continued implication throughout PB that she is somehow in cyberspace like The Announcer, it is quite likely that Nicole is Horse_ebooks.
- A Horse_ebooks tweet basically says that "Nicole is a banker". This implies either: Nicole is not the Mysterious Woman; Not all mentions of an unnamed "she" = Mysterious Woman, which is a common assumption.
- The Horse_ebooks twitter gave the names Nicole Johnson  and Nicole Jannet. It is possible that either of these are fake, but it is also possible that they are two different characters with one of them representing the previously established Nicole (probably Jannet, as she is French, as Nicole is speculated to be). It is also possible that one of the surnames given is Nicole's maiden name.
- Nicole may have, or have had, unrequited romantic feelings for her friend, as it is related that the pair spent an entire night kissing when she came to visit Nicole, but her friend recounts that it was completely platonic. This could explain the Horse ebooks tweet, "I wanted to make love to her like a crazed weasel. I wanted to make love to her like I was an aroused teenage boy at a drive".
- Nicole may have an uncle, as per the Horse eBooks tweet: "I ve saved up for a deposit on a mortgage. It s my uncles apartment, just 5 minutes from the beach. A Cuttle."