She is easily recognizable by the moogle doll she carries. The character is never given a name in the film, but is referred to as "Moogle Girl" or "Moogle Kid" by Square Enix staff. She is credited as "Girl" during the end credits.
The Moogle Girl's role is expanded in Final Fantasy VII: Advent Children Complete, to reveal that her moogle doll once belonged to her little brother
(Source: Final Fantasy Wikia)