Well, maybe i missed something or it is due to the missing russian opening in the german version of the game, but I am a bit clueless wheter Ole is supposed to be a special sister or not.
Right at the beginning of the game the nameless sister told me that "my" Ole was dying which indicates that I already know her. But why and from where?
The whole time playing the game I had the feeling that it was essential to get to Ole and save her in time - but when I arrived there she was just like any other sister, some hearts to fill and no special dialogue - aside from the strange familiarity the two of us seem to have.
Then again Ole's realm is very different from the other ones, it seems to be the same surface area the color sometimes takes me to in these "visions of the surface" as I like to call them.

Maybe there is more to this area. Why am I taken there by the color? Why is Ole claiming that she can see me from outside the window? Maybe it has something to do with the person on the surface that lost his soul, maybe he knew a girl of which Ole is the reflection in the Void.

So, what's special about Ole, and why is the game pointing towards her any given time?

The player indeed doesn't know who Ole is in the beginning — it's a plot mistake that the Nameless Sister mentions her as a familiar character, that has its roots in the original Turgor. Ole is considered special by everyone in the Void, because she's a sudden newborn - when Sisters haven't appeared for a very long time in the Void, they considered it a sign of great luck. And at the same time, Younger One appears. Of course, everyone thinks that it's her Brother, that's why Sisters point the player to her, and tell him to hurry up.

But, to you, the player, she's just like any other Sister - a representation of a dream to fulfill. Thus, no special dialogue, or anything.

The surface is... well, the real world. Or I misunderstood, what you wanted to ask by "Why am I taken there by the color?"

Can you please explain the Ole <-> player relationship in the original game?
Hmm, but the nameless one told me that she was the last born sister (born when the void already had lost its soul), can't remember anyone saying something about Ole in that regard.
That's kind of anticlimactic, i expected at least some more pieces of the puzzle for reaching her, which was not an easy task.
I mean the parts of the game when I am on the surface (most of the time on the roofs) and the color is talking to me.
Well, is it the real world? That would mean that Ole is in the real world too, because it is the same area where she is looking out of the window and she claims to have seen me from there.

Ole is Ole, just embrace Ole

On a more serious note. I consider The Void as David Lynch movie, not everything will have a explanation. Also Yani and Ole are more close to the surface. If you consider the map as being in the in the ZX plane instead of the XY plane, you will notice that the higher sisters are more close to the surface and have more "realistic" chambers.

But alas somethings are not for us to understand (Like godsend, unless he/she was removed from the German version)

I didn't like Ole both the appearance and the image. She's too young to sound serious and she doesn't appeal as a woman (tastes differ though). The game encourages high expectations of her, but as The LxR mentioned you get nothing special, 'xcept her obscura reminds you of reality most.

Ole didn't seem too young to me, especially when compared to Yani.

It may sound a bit far fetched but I think it's a test for the player. Maybe IPL wants to test if we players blindly follow orders and go for Ole the second we are told to even though other sisters are nearer and don't require so much colour. And maybe it's the opposite. It's also possible that it's a test to see if we can sacrifice something that is important to the main character for the sake of convenience.

Again even I think this theory is far fetched.

Your theory might succeed in original Turgor, however "the voice of color" changed the odds against it. So, yes now it's far fetched.