Golden Sparrow's habit of talking about herself in the third person, probably meant to signify her traumatic past, and the way she has subsumed her identity into her mission. She reveals that her family was murdered by the Jade Warlord, against whom she has therefore sworn revenge.
Though in the end, she does get one line in first person. Golden Sparrow was played by the Chinese actress, model and singer, Liu Yifei.
The Forbidden Kingdom was the first film that introduced Yifei (who also goes by Crystal Liu Yifei) to international and western audiences.
Learn more about her character from this article, posted at WordPress.com