You can definitely create your own Touhou. However, there are also stats for existing characters. Characters statted by page:
52: Kedama ("pilling", fuzzball enemies), Zako Yousei ("small-fry fairy", generic shooty fairy enemy), something (I'm not the translator guy above, so my moonspeak skills are weak -- I think these are the generic Lily-types), Cirno
53: Tewi, Reisen, Mystia, Medicine
54: Aya, Yuuka, Komachi, Shikieiki
55: Reimu, Marisa, Sakuya, Youmu
Good representation of the main cast plus some other relevant folks. There's a couple I'd want to see included (but then, you could just make them yourself), but Yuuka's there, so I'm satisfied. So yes, you can be the little Cirno.