Twiggy Phelps is a bandit who is not particularly good at what he does, but is so skinny that he survives mostly by being a difficult target to hit.
As with many NPCs in Red Dead Revolver, Twiggy is more of a character type than a single character. Versions of him are encountered and killed in several missions at different locations.
Sheriff Bartlett's Journal
Twiggy Phelps is listed in Sheriff Bartlett's Journal on pages 136 - 137 under the Outlaws in Twelve States section. The pages are unlocked by unlocking his Showdown character by either of the methods noted above.