... Oh man, reading about Henry is great. It's always funny seeing freaky sociopaths as good guys (well, on the same side as the protagonist). A feral child with black magic, a dry sense of humor, and a tiny streak of humanity is the most interesting FE character I've read about.
I feel like the lords who are descendants of lords are inherently uninteresting since they inherit as many things as possible from their ancestor. Bleh.
Yeah, Awakening has tons of interesting characters. I mean, there's
[collapse=SOME PRETTY BIG SPOILERS IN HERE]
The Avatar, whose identity is pretty much a walking spoiler.
[collapse=MAJOR SPOILER YOU HAVE BEEN WARNED!]He/she is essentially the spawn of the fell dragon Grima, and was meant to be used as a weapon of mass destruction, but tries to deal with this when he/she finds out.[/collapse]
Olivia, a dancer with extreme anxiety and stage fright, despite the nature of her position in the army.
Cordelia, who is burdened by her own high standards for herself after
[Collapse=SPOILERS AGAIN]the other Pegasus Knights, minus Sumia, gave their lives for the Ylissean army and made Cordelia survive by having her go for help.[/Collapse] So she essentially feels immense guilt. To make matters worse, she got blessed with unrequited love for Chrom.
Lon'Qu, who is a pretty extreme badass Myrmidon, but is plagued by the fact that he's a gynophobe, due to an issue in his childhood, where his childhood sweetheart gave her life to save him from bandits, and he failed to protect her. His fear of women actually is a fear of not being able to protect them.
Kellam, who, despite his class' size and stature, is often forgotten or ignored. Quite a bit of humor to be had here.
And Tiki, who was also playable in Marth's games. Being a Manakete, she knows that all of her partnerships are temporary, as she will far outlive her allies, just like she did with Marth, whom she loved dearly. She calls him "Mar-Mar."
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Just to name a few.