Many of the villagers in Terraria will just show up at your door when you have an available room. Some of them you have to rescue and will find down in the deep of the caverns. The Hair Stylist, for example can be found in a spider’s nest, and will get eaten if a spider finds her before you do.
Then there’s the Lost Girl. She appears deep underground, in full naked (8-bit) glory. When you get too close, she turns into a Nymph and attacks. As of 1.3, you get a Steam achievement for defeating her. (She’s pretty tough!)
And then that’s that, and that’s the way it is for all Lost Girls thereafter. Not a one is a rescue. They’re all Nymphs to the last.
Which seems like a lost opportunity. Wouldn’t it be cool if some Lost Girls could be rescued? If you shoot her first, and she’s a Lost Girl, she doesn’t nymph out. She just dies, and don’t you feel bad.
But if you get close enough, she either turns into a Nymph and attacks, or she actually turns into a villager, much like any of the other rescues. The new Orphan villager gets a random name. Then she appears at the village.
As with the other villagers, you have to build a house for her. Unlike the other villages, the Orphan doesn’t actually do anything special.* She’s just very grateful, and she’ll thank you every time you click on her. (Not a euphemism.)
I suspect that the Terraria engine can support 256 villagers, and there are currently only twenty four of them. So that would make for a lot of Orphans. Maybe when you have one-hundred-fifty Orphans housed, all Lost Girl spawns thereafter turn into Nymphs.
This can lead to a bit of a dilemma. Building houses is a bit of a chore, even when you build four-by-six square hotels. You still have to clear the space, install the room, fill in the back wall, light it, furnish it and add a door. One hundred and seventy four homes is a lot of construction.
And if your home is suited to your style, all those Orphans about may get crampy.
Other villagers will respawn in time after they are killed (say by a blood moon horde). Orphans don’t. You have to rescue them all over again.
But that can be useful in solving any temporary overpopulation problem… assuming you would let that happen to your rescues. Would you? Oops.
Similarly, if you don’t want to add more population to your home, you can always avoid lost girls when you see them. Or attack them straight out from a distance.
Terraria won’t judge you.
* When enough villagers are homed on screen, it stops the spawns of aggressive mobs. Orphans will serve as villagers for this purpose, and can be used to expand the realm of civilization.