My favourite character is Gale. I find him really entertaining and relatable. I like this anecdotes, and I think he's hilarious. I was unfamiliar with Faerûn, so having him there to give background info was great. If you get the adventurer version of his romanced epilogue, there's class specific and Origin specific lines showing he's learning about his partner's interests. For example, he's learning music with a bard, or if you're playing as Lae'zel, he'll learn your language.
Gale is funny... He's the only character who has a funny dialogue with you if you talk to him wearing Haarlep's underwear.