Annie Malcolm was Jean's best friend as a child.
X-Men: The Last Stand Novelization
Annie was Jean's best friend. They shared everything together, dreams, secrets, toys and other things. One day, they were throwing a frisbee and Annie was so competitive for the catch. She caught it on the road and right after, was hit by a speeding car in front of Jean; her body flew in the air like a dummy. After her death, Jean started to dream of fire and dancing among the stars.