Mr. Midnight is a very polite and sweet cat. He is loyal to people he knows and cares about but can usually sense if the person is bad or good. He loves and cares for Fran, and wants to see her happy. He is always telling Fran to stay out of trouble. Like Fran, he also wishes to return home with her.
Fran received Mr. Midnight as a present from her parents sometime before their murders occur. Though in the prelude it seems to happen over just a week (Fran getting Mr. Midnight, Aunt Grace visiting, Aunt Grace watching her on Friday and the murder of her parents on Monday), these events occurring in such a short time frame is highly unlikely, since it is alluded to in the final chapter that Fran has had Mr. Midnight for a while as indicated by her painting of him, a picture of them at the lake, and the picture of Alice and her in which she comments she and Mr. Midnight go to play with Alice and her Cheshire Cat. Furthermore, cats tend to be animals of solitude, even as kittens most of the time, but Mr. Midnight and Fran are very close implying a bond formed over a greater amount of time than a week. Where he came from before coming into Fran's possession is unknown and never mentioned in the game.