Wyll is arrogant? Compared to everyone else?

Gale condescends to you massively, especially on first meeting.
Shadowheart knows what's best with absolute certainty in terms of Gith and (not) helping others.
Lae'zel demands you follow her every order and dresses you down if you don't.
Astarion constantly talks about how easy it would be to kill you.

Wyll is no more or less arrogant overall than any of the others. He just has a particular type of hyperbole he employs to jazz up his adventures. He's kind of bard-like in that respect. But he's smart, kind, and recognizes his own flaws. He's a good guy and a good character in my opinion.