Zen is a calm and silent student in the parallel world Yasogami High and is always with Rei. He is seemingly overprotective of Rei and loses his collected facade when she is in danger. Along with Rei, his memories were stolen.
Zen was originally a being from the Sea of Souls named Chronos, an avatar of Death created by the collective will of humanity. In the course of his duties, he appeared to the ghost of a girl named Niko, informing her of her demise and her need to come with him. To his confusion, however, Niko was silent, neither struggling against him or welcoming his presence. On a whim, he delved into her memories to see if he could make her speak, and after seeing her despair, used a fraction of his power to create an alternate Yasogami High for the sake of hearing her voice. However, as she examines a group of items she was buried with, she grows more and more distressed. Niko experiences a mental breakdown, and exclaims that she had nothing to live for, and didn't have a reason to exist since she achieved none of her dreams.
At this point, Chronos was overwhelmed by this, and when Niko demanded to be killed, she was about to gouge out her eyes before him, without even thinking, he locked away her memories. Shortly afterward, Niko awakens, incapable of remembering herself, nor who Chronos is before asking for her own name. Because of its demeaning meaning ("Niko" which meant "second child") he gave her a new name, Philei, or "Rei" for short. She asks for his name and he calls himself "Zhn" (greek for "living"), but is lost when she asks which kanji he uses to write it before suggesting it might be 善 ("Zen"; lit. good, virtue), because he seems like a good person. Chronos, having never experienced human emotions before, was confused as to why he felt so sad when he heard Rei tell him that, so long as she is with him, he won't be alone.
Wanting to give Rei an answer to her question as to what her reason for living was, Zen separated his power into two parts and locked away one half in a clocktower, and sealed away his own memories inside treasure boxes that contained Rei's Personal Belongings. To ensure that Rei's items would remain untouched, Zen created guardians that would look after them in labyrinths.
(Source: Megami Tensei Wikia)
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