Spy Girl, aka X, is an agent of Black X.
That tells you a whole lot of nothing but is pretty much the truth, as far as it goes.
Black X is a ultra-secret American intelligence agency so hush-hush that not even the President knew of its existence. It is referred to as a 'double-black covert group".
X is the codename given the young woman who is the protagonist, and the chief narrator, of these adventures. A couple of officials at the school where she is enrolled refer to her by the name Xanthamum (meaning unknown) so likely the 'X' comes from that. The school in question is the Blackwood Academy and it holds more than 26 students so how she got a single letter as a designation is not revealed.
We learn early on that Blackwood is a facility designed to be a "combination of higher education, clandestine training, boot camp, and finishing school. Its graduates would be elite, intelligent, and most of all, lethal". The current head of the school has been with the organization as long as X has been.
X has been a student with them for the past six years, ever since she was 12 and her parents were murdered. "Her beautiful mother had been shot, execution style, in front of her by the most deadly assassin in the world, a man known only as The Priest. And somehow, she managed to shoot and wound the assassin, fight him off, and then escape. A feat not even the most seasoned agent had ever accomplished. Two days later, she defied death again, when a bomb blew up her father's car. She wasn't allowed to attend their funerals. Spies don't have funerals".
The adventures start when she is only a month or two from formal graduation, at which she is slated to be the valedictorian since she had "the school's highest scores in everything from parkour to the number of ways I can kill a man". Before she can complete her normal lessons she is pulled out of class for her first official mission and her life will change dramatically.
For that first assignment she will be given the mouthful of a name, Huntley Penelopy 'Penny' Bond-Von Allister and she will use that Huntley alias throughout her recorded career. And what an interesting career that will be.