One of my favorite and underrated characters in Harry Potter is Dobby, the house elf originally in the Malfoy house. At first, Dobby seems creepy and the reader thinks he may betray Harry at some point. Dobby proves himself to be loyal to Harry however, and he even ends up saving the day on more than one occasion.
You may pity Dobby, but he ends up being happy with his role in life and provides some comic relief. His death is also the third most depressing death in the series. The first and second are taken by Snape and Fred respectively