Kassandra is the canonical protagonist of Assassin's Creed Odyssey.
Odyssey lets players choose between Kassandra and Alexios as the playable mercenary, but Ubisoft identifies Kassandra as the canon character in the wider series continuity. The game follows her across the Greek world during the Peloponnesian War in the fifth century BCE.
Kassandra is a descendant of King Leonidas I and carries the Spear of Leonidas, an Isu artifact that has been modified into a weapon. Her family story connects the game's personal drama to the larger mythology of the series.
Alexios remains a valid player-selected character within an individual playthrough, which is why the question can cause confusion. The canonical choice used by later material is Kassandra.