Death (Discworld)
Death has appeared in every Discworld novel, with the exception of "The Wee Free Men" and "Snuff", and had a possible cameo at the end of "Johnny and the Dead" (the character was not identified, but spoke in unquoted small caps). The Discworld books with Death as a leading character, starting with "Mort" in 1987, are:
Death (Discworld)
Death is fascinated by humanity. His interest is coupled with bafflement: it's a favorite point of Pratchett's that the habits and beliefs that are grown into instead of being rationally acquired are an essential part of being human. As Death is an outside observer, his imitations of humanity are intricate but marked by a fundamental lack of comprehension. When acting as a stand-in for the Hogfather (a figure similar to Santa Claus) he starts by greeting the children with from force of habit, until reminded not to do so. He is especially intrigued by humanity's ability to complicate their own existence, and their ability to actually get up in the morning without going insane from the sheer prospect of what life entails (from his perspective).