Vincent is a mysterious ex-turk who has had dealing with Shinra in the past. He is an optional extra character in the game, one which you don't need to aquire to finish the game. However, he is worth getting for his abilities.
Since his weapon is a gun, you can keep him in the back row and do full damage while receiving less than he would get in the front row. His limit breaks transform him into a beast and some of them can be powerful.