Pen is sick of trying to live up to everyone's expectations. No she doesn't want to be a boy, but she's not entirely sure she wants to be a girl if that means wearing skirts and just being what everyone wants her to be.
Saffron feels powerless. She is stuck at a school filled with boys whose idea of entertainment is snapping bras and flipping skirts, with a principal whose motto seems to be "boys will be boys." So she can't really be blamed for following Gwen, the older, elegant, takes-no-shit world-walker through a rip in space and into Kena, a world recovering from a civil war where the good guys accidentally put the bad guy on the throne.