I'm having a headcanon where Mikasa and Annie first enter the Squad and are still kids and Annie has a habit of always sneaking out at night without telling anyone and that's strictly forbidden to leave after lights out. She's feeling home sick and likes to stare at the stars because back at her home they're the same. One night Mikasa catches her leaving and says nothing about it. She had her suspicious about that for some time. The next night Annie does the same. This time it doesn't go as planned, their trainer comes in checking on them and Annie can't make it back in without being caught. Mikasa sees the trouble Annie is in as she's standing outside the door as the trainer starts checking beds. She knows Annie will meet a horrible fate if she's caught and it actually worries her.
Quick on her feet she grabs a nearby boot and tosses it the opposite direction knocking out a shelf with books making a huge commotion loud enough for Annie to run into her bed waking everyone up. The trainer is spook about the whole thing and can't spot the person responsible cause everyone is up startle. Mikasa and Annie go with the flow to not look guilty. Irritated he orders everyone to shut up and go back to bed, that they'll train extra hard tomorrow for this. Everyone groans and whines confuse about the whole ordeal and he shouts more orders making everyone shut back up settling into their own beds.
Annie settles down into her bed and mouths to Mikasa 'thank you' which Mikasa only smiles to it. The next morning Annie tells Mikasa she wants to show her her home and she's excited about it thinking they're going on a trip. Annie states that it's nothing like that. That it's closer to 'home'. That night they both sneak out and Annie explains to her why this is home to her. They end up staring at the stars together holding hands that night.
Annie was home.