Jessie is the name of the row boat which carried Laura Bow and Lillian Prune to the Misty Acres island. It was steered by a black guide (Black Man).
Behind the scenes[]
"Jessie" refers to Jessie McKenna, the niece of Douglas Herring (lead artist of Colonel's Bequest) who was born prior to the release of the game.
While technically not a character it is named after someone, and may even be the name of the pilot polling the boat "Black Man according to manual script.