In episode three of the anime, and chapter 4 of the manga. Yohji's sister, Tsukuyo, goes to Venus Vanguard to request helping in getting Yohji out of his room, which he has locked himself inside.

Spoiler

The real problem is that his sister is a virus and wants attack him. After beating Tsukuyo, Lucia gives Yohji a necklace of the sun and the moon, which represent him and his departed sister.