Kassandra is the canonical player character in Assassin's Creed Odyssey.
Odyssey lets players choose between Kassandra and Alexios as the playable mercenary, but the game's wider canon identifies Kassandra as the protagonist. She is a Spartan descendant who travels through the Greek world during the Peloponnesian War.
Alexios remains an important character because he can be selected as the player character in the game itself. However, that gameplay choice does not change the canonical identity used in later Assassin's Creed continuity. Phoibe and Myrrine are other major characters, but neither is the playable sibling option.
Odyssey is set in the fifth century BCE, well before the historical Assassin Brotherhood was established. It is connected to the series through the Isu, the ancient civilization, and the broader conflict represented through genetic memories and artifacts.