Of the three new characters on Season 4 of This Is Us, Cassidy's story is the most perplexing. Played by Jennifer Morrison, from House and Once Upon a Time, the premiere introduces Cassidy Sharp on active duty for the military, working as an informant gathering classified intelligence from local civilians. The job puts her in grave danger often, which naturally, leaves her thinking about her husband and young son. When they're finally reunited, her war-induced post-traumatic stress debilitates her from living in the moment and, sadly, tears her from who she loves most.
It's a heartbreaking story that grows darker toward the episode's end when she turns to alcohol use to cope and, in a triggering flashback, accidentally backhands her son. Fearing further intentional abuse, her husband tells her to leave. So she resorts to driving for Uber because she can't find work, and ultimately ends up at a local veterans support group meeting, where she tells her new peers that she just can't feel — anything.
"I can't feel sadness," she tells the group. "I certainly can't feel joy. And I hate throwing around the term PTSD..." She doesn't get much further before a patio chair hurls through the window behind her. The shattered glass reveals Nicky on the other side, Jack Pearson's estranged brother and Vietnam war veteran with whom the Big Three — Kevin, Kate, and Randall — attempt to reconnect with in Season 3.
When Cassidy turns around to investigate the break-in, she locks eyes with Nicky, who stares back, taking a long swig from a fifth of whiskey. Everyone in the room is expectedly alarmed, but Cassidy's shocked expression reads deeper, which is why there's a floating fan theory that she is actually his estranged daughter.
The other two new arrivals — Malik and Jack Damon — already have established connections to the Pearson family. Cassidy's linkage is the only case that remains unconfirmed, but a potential direct relation to Nicky makes sense. Why else would he seek out that particular window? Did he just happen to be strolling by the meeting? Sure, that's a possibility, but This Is Us isn't one to drop surprises without a layered backstory or greater meaning.
Fans believe that Nicky heard about Cassidy's return home and, for some reason, decided to track her down. If he knows she has a history with alcohol use disorder and that she was overseas, he would have a good idea of where to find her. After all, the condition and career path both run in the family.
If that's not the case, Nicky could've been considering attending the meeting himself, and in a fit of frustration, decided to throw a chair through it instead. Either way, Cassidy's link to the Pearsons will soon be revealed. After his arrest for the window smashing incident, Nicky calls Kevin across the country for bail. Knowing Kevin's commitment to family, he will likely end up flying to Nicky's rescue, where he could potentially meet Cassidy and learn the answers fans are waiting for.