It seems like everyone in Don Quixote has a pretty long story to tell, and the dude known only as "the captain" is no exception. He shows up one evening at an inn with the love of his life, a Moorish woman named Zoraida. Everyone is anxious to know what his deal is, so he sits down and tells about his life as a military guy and as a Christian slave in Africa. The captain doesn't mince words. He loves and misses his family but is scared to approach them with no money in his pocket: "for, should he [the captain's father] prove ashamed to own me, I should be more ashamed to discover myself" (126.96.36.199).
In addition to his military skills, the captain is both resourceful and grateful. For example, he is more than willing to promise marriage to the young woman who helps him escape from jail. And unlike most of the men in Don Quixote, he's actually willing to make good on a promise of marriage.