Khayon is a very interesting character, aside from Abaddon and Sevatar I think he's ADB's best character yet. One of the first things I thought about him is that nobody can say that his humour is the same as Sevatar and Kharn because it isn't; Sevatar favoured sarcasm and Kharn cynicism, Khayon's humour is more about wit and dry humour. Two recurring jokes in the series are that everyone seems to think Khayon died at Drol Kheir, which he hears a lot, and that Khayon hates the word magic, which Lheor enjoys using. But the other part of his humour is being played off the others, he and Lheor together make some of the novel's funniest moments, and he has good back and forth with Telemachon and Nefertari as well.
He also has more sentiment than any Astartes seen before. The scene where he admits who the Anamnesis is, and that he rushed to her bedside when called was interesting, because it didn't specify if he was an Astartes then. The idea of her parents actually calling him to come and help when he was an Astartes is a surprising one, mostly because I don't think many would have bothered. Yet Khayon did, he even remembers his own mother's name when most Astartes can't and don't really care. And what he did for Nefertari is an incredible feat of sorcery that again is a massively sentimental act, simply because he is a person who needs other people around him. Khayon needs the bonds of brotherhood with people, even if all he can get is a Daemon-Wolf, a teenage Dark Eldar exile and a gestalt machine-spirit entity, he'll take that because he needs the companionship they offer.
Khayon's introspection forms a lot of the novel and he admits a lot about... well everything than we knew before. The nature of the Warp, the Gods, the Black Legion, Abaddon, the Thousand Sons, the Imperium, etc. All of it is up for discussion. I found all of his monologues and explanations to be interesting, sometimes creepy, and at one time downright terrifying. Since the narration is set in the 41st Millennium and by that point Khayon is a figure of legend across the galaxy, the Imperium having a list of titles and deeds attributed to him, though some completely wrong, it means that Khayon often talks about things that have yet to happen, which is quite teasing really. Lots of potentials in the series now, some I anticipate, some I dread.
One of the things I liked best about Khayon is the sense of irony in what he carries with him. He is a Thousand Son who has a familiar in the body of a Fenrisian Wolf, and who carries a Fenrisian Frost-axe called Saern
, meaning truth in several Fenrisian dialects. The rest of what he has is just awesome, a tarot card deck filled with Daemonic souls bound to him, including one called The Ragged Knight which is a Khornate Daemon that was born from this;
And he's powerful. How powerful? He unmade one of the Gods own Champion Daemons. And he didn't brag or boast about it, which to me says that it wasn't hard for him. One of the four most powerful Daemons in creation, and he unmade it.