Sparrow was a title the Hero of Bowerstone went by as a child. It is unknown if the Hero kept this title through his/her adult life or not. Rose uses it right at the beginning of the game, coincidentally straight after a sparrow defecates on the Hero's head. It could also be the Hero's real name, considering the occasions when, even if the hero changes his/her title, some characters still refer to them as Sparrow.