In Dream Goddess Chronicles, the protagonists transform into goddesses based on their cultures.
It's never explicitly sated, but Coco is an elf; making her of German descent.
It was also chosen because the Goddess she serves is big and red... also elves are connected to nightmares.
On top of that, there's a Peter Pan-context what with the themes of her growing up!
Also... Nights into Dreams being inspired by Peter Pan which has some traces in this.
What about your characters though?

