Cain is the town's priest, and will move in on the 15th of Spring. The player can speak to Cain to pray, although the effects of praying are unknown. Cain will bury your animals for you and performs a ceremony if your animals die. 
Befriending him doesn't yield much benefit, although befriending the villagers will help you achieve a better rating on your farm.
"This is a nice place to live."
"Have you heard the words of the Goddess...?"
"I have a feeling something will happen... soon."
"Life's a cycle of ups and downs."