We don't see Lenne in her physical form until Chapter 4 of FFX-2. Even after we do, not much about her past is revealed until Maechen jumps into the scene to fill random holes. Thanks be, Shuyin appears consistently throughout Yuna and co.'s journey; by using the famous Yin and Yang philosophy, we can more or less interpret what kind of person Lenne was using Shuyin's character. Those close to you all show a part of who you really are, I believe.
Expression
When mysterious images filled the screen of Shinra's proud invention during Yuna's concert, we see Lenne in three different settings. Although no word was spoken other than the song, Lenne's expressions at different intervals in the flashbacks tell us a lot about her personality. Because a picture is worth a thousand words.
In the brief scene where Shuyin and Lenne were shown together under a beautiful sunset, Lenne was smiling quietly in response to Shuyin's bright and almost childish grin. Her expression was almost mother-like: calm, serene and loving. To be sure, gentle is the first word that comes to mind whenever I think about Lenne. She's not quite the cute and hyper type Yuna more or less became (or tried to become) in FFX-2: the songstress of Zanarkand is more collected and not a person of grand speeches. This complements her relationship with Shuyin, who was everything the master of words and extreme action.
At Yuna's concert, Lenne wore a serious and somewhat sad expression throughout. Her movements were full of emotion -- a clear display of Lenne's professional face, but also reminiscent of the heavy feelings behind her glorious performance. This again supports my theory that Lenne was not a person of many words: as a famous summoner, Lenne was probably not allowed to voice much of her worries in public for fear of affecting people's morale before a great war, which leads to Yuna's belief later that Lenne probably never had a chance to tell Shuyin how she felt. However on stage, Lenne was temporarily released from her duties as a summoner and could convey her true feelings in the form of music.
Unlike Shuyin -- who thought the world was unfair in every other way, Lenne was accepting of her fate since the start. She appreciated Shuyin's concern for her, but she didn't want him to destroy other people's lives for her sake. During their last moments together, Shuyin looked more regretful than remorse, mingled with a string of fury, while Lenne simply smiled with a sacrificial and determined look in her eyes. Such attitude could be typical of any summoner of Lenne's time, but I believe Lenne to be an outstanding case or why would someone as capable as Shuyin (in both good and bad ways) devote so much of his heart to her? In a time full of fear and confusion, Lenne was the sheath to Shuyin's blade of insanity, the voice of reason to his twisted sense of justice.