Valentine Michael Smith (Stranger in a Strange Land, Robert Heinlein): This book, and in particular this character, shaped my philosophies and life when I read it in 7th grade in ways that still resonate with me today.
Pocket (Fool, Christopher Moore): An amazing and interesting character in an amazing and interesting book. Shakespeare's King Lear from the perspective of The Fool.
Hagbard Celine (The Illuminatus! Trilogy, Robert Shea and Robert Anton Wilson): Enigmatic, equally insane and brilliant, and another character that shaped much of what has come to be my life philosophy.
I'm sure there are others I just can't think of right now because I'm at work and my brain is fried.
Honorable Mentions (disqualified for not being fictional):
Carl Sagan: This is another individual that has shaped who I am via various media, both scientifically and philosophically.
Epicurus: An ancient Greek philosopher I discovered in 6th grade and have loved ever since. If any single classical philosophy comes close to how I try to live my life, it is his.