Margaret Cox (AKA, the Mystical Maggie) is a fortune teller. She makes her first appearance in The Room Two, as the owner of apartment E7 on 17 Franklin Court, London, the apartment where The Seance is held. Information on her can be found in two letters and a newspaper article of that level.
In The Room Two
Maggy makes her debut in The Room Two, Chapter Four - The Seance. By reading the letters of this level, the player learns that Maggy is a fortune teller specializing in Tarot card reading and seances. She works out of her apartment on 17 Franklin Ct. At the time of the player's arrival, ca. 1883, Maggy has been contacted by Robert Bailey, the son of a shipping lawyer. Robert's mother has begun visiting Maggy frequently after the mysterious disappearance of her other son, and Robert sees Maggy as a leech who is taking advantage of their mother's grief. He has threatened to report Maggy as a charlatan to the newspapers.
In order to dodge the press, Maggy writes to her old mentor, Simon Grayson, a.k.a. The Great Khan. She tells him that she knows he has been using a Null artifact as part of his act, and that he "owes" her. Presumably, with Simon's help, she made use of the Null during her own act to increase her credibility to the press.
In The Room Three
When the player is exploring the Grey Holm library in The Room Three, they come across the "Mystical Maggie" machine, a fortune telling booth with an automaton inside. When tokens are placed into the machine, the automaton will display the player's possible fates and give them items needed to find the Craftsman's game-changing artefacts.
Secret letters left by The Craftsman reveal that, in fact, he has trapped Maggy's soul inside the machine after she tampered with the Null. Maggy attempts to communicate with and aid the Protagonist by leaving messages written on the glass of the machine and using the Tarot cards to warn of certain endings. When The Craftsman discovers that she has been interfering, he creates more and more wards on the machine to keep her trapped inside. Despite his efforts, she continues to guide the player until they must remove the Null artifact powering her machine, which shuts her down.
Judging by pages left by The Craftsman, Maggy was likely one of his "apprentices". While it is still unknown exactly how they met, it is possible that Maggy has some relationship to The Craftsman's family, as she has a number of paintings of a castle somewhat resembling Grey Holm hanging in her apartment.
The Craftsman looks down on Maggy and her fortune telling, believing her to be no more than a charlatan. However, he expresses a certain discomfort with her, as she alone of all his apprentices could see straight through his lies. For this reason, he imprisoned her soul and later reinforced it to try to keep her quiet. No matter what he did, however, Maggy was able to reach out, proving to be more powerful than The Craftsman could have anticipated.
- As a spirit medium, Maggy goes by her full name, Miss Margaret Cox. The name "Mystical Maggie" is given to her by The Craftsman when he imprisons her in the Tarot machine, and she never uses it to refer to herself. Additionally, she spells her own name "Maggy", suggesting that The Craftsman misspelled it purposefully. The name "Mystical Maggie", then, appears to be just another way for The Craftsman to ridicule Maggy and her profession.