She also starts with a +1 free Move Action meaning she is quick from the start and she can really get out of trouble when needs must. She is also good in Melee even packing a dagger as third hand held item.
I had a look through the various Survivors to see who else offers this option and the results are: -
Hitch - who starts with Slippery and picks up +1 free Move or +1 free Melee at orange level. I am not sure about the Slippery at the start. In my experience this version of Zombicide is much more forgiving during the early stages. I do love the Bowie inspired model though. I think that the +1 free Move Action would be more advantageous to have in the first slot. The effect is that Nelly is probably a better choice.
This gives two clear options. He starts as a heavy hitting Mage and this can be supported with Spellcaster and +1 die: Magic or Slippery with +1 free Move Action to increase mobility.
Beauregard - He has Slippery as a choice but only at the Red upgrade, so probably too late.