Megumi Kimura is the name of a girl that Bolneze (Pierrot) fell in love with in Japan. He nicknames her "Megu". She recognizes him out of his clown make up on the street while randomly giving out tickets. She says she went to see his performance ten times.
This was a breath of fresh air for Bolneze who wasn't even being notice by anyone else (all the girls were noticing and hitting on Carn).
They later had to break up when Bolneze's circus was moving to tour in America. She gave him a toy to remember her by.