He's just a little eccentric, he has that one line during Dragon Rising where the Jarls court are all panicking about the dragon at the western watchtower...
"A dragon!! How exciting! Where was it seen? What was it doing?"
People are dying but he's absolutely delighted about the chance to see a dragon and study it and I think it sums up his personality perfectly. I really like him.
He's a bit eccentric, isn't he? Maybe that's why I like him so much. That, and the fact that he has the best line in the entire game.
"Well, when I say fetch, what I really mean is delve into a dangerous ruin in search of an ancient stone tablet that may, or may not actually be there."
Hands down, the best line any NPC in Skyrim (or a lot of other games, for that matter) has ever said to me.