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:
List of dimensions of the Discworld
The sad, mad things that live there (a pastiche of Lovecraftian horrors) have no understanding of the world, simply craving light and shape. Therefore, they try to warm themselves by the fires of reality. It has been noted that should they ever break through, the Universe would be destroyed, rather like an ocean warming itself around a candle. Some of them can survive in this world under special circumstances, and become something rather like demons (though they cannot be seen as demons per se, first because their existence is not dependent on human belief, and second because, as they are completely lacking in vitality, they are neither good nor evil, but the opposite of both). For most though, the reality they crave is soon fatal, due to their lack of a natural morphic field.