Not to turn this into an FE thread, but Soren's back story is actually pretty cool. If you develop his and Ike's friendship to the max in POR you get to hear about his life as a child, pretty interesting and explains his attitude.

Back to the topic at hand: My favorite video game characters

Falco from Starfox

The shy guys from the mario games

that's all my sleep deprived games I could think of, I'll add more if I can remember them