In Episode 3 of Phantom Bullet we discover her origin.
When she was 12 a robber attacked her, her mom, a family, and a postal clerk at the post office and robbed them.
Sinon then hit the robber and picked up his Black Star, and shot him dead giving enough time for her mother and those in the post office to escape.
This event tramatized her for the rest of her life, and made her fear pistols and psychopaths.
That all changed when she met Kirito in GGO.
Kirito was sent undercover by Cyber Security to hunt down a gang of former Laughing Coffins members known as Death Gun.
Sinon was embarrassed when Kirito fallowed her into the locker room, and watched her changing that she slapped him and told him not to tell anyone and to survive until the semi-finals.
Days before Sinon entered the game as a rookie and got trapped in a dungon and had to fight the boss. Sinon managed to defeat him and got her gun PGM Ultima Ratio Hecate II.
Sinon was hired by Dyne to take out a rival guild, but unknown to them they hired Behemoth and he mowed them down with him Minigun.
Sinon then killed Behemoth, and left the battle with her life almost down to zero and her leg blown off.
After winning the semi-finals Sinon and Kirito entered the Bullet of Bullets and thats when Death Gun showed up.
Death Gun targeted XeXeed, Garett, Pale Rider, and Usujio before they selected their new targets Kirito and Sinon herself.
Kirito and Sinon then entered the final match, and Death Gun was unmasked with the members being identified as XaXa, Johnny Black, and Spiegel all former members of Laughing Coffins.
Spiegel attempted to kill Sinon and Kirito after he broke into Sinon's apartment. Kirito held him off and survived the injection because of the electrode. Sinon then hit Spiegel with her stereo knocking him out. Minutes later Cyber Security arrived and Spiegel was arrested.
Later Kirito brought Sinon with him to a cafe so Kikuoka (Chrysheight)of Cyber Security could debrief them. He explained why Laughing Coffins did it and where they are now.
Later Kirito brought Sinon with him to Dicey Cafe and introduced her to Liz and Asuna and the family she saved from the robber and from that day forth she was cured of her fears and became a member of their party.
Sinon later helped Kirito win Excalibur, and helped him beat the Rock Golam on Floor 21 so he and Asuna could buy back their house. She was also present at Yuuki's funeral.
In Phantom Bullet she has a jacket , military clothing,muffler around her neck, and a pare of drungies and has blue hair.
In ALO she has the same outfit but she is a Cait Sith and uses a bow as her chosen weapon.