Jan doesn't exactly play a huge role in this book, but he always seems to be at Gabriel Oak's side whenever something important is happening. One of the first descriptions we get of this dude is that "Mr. Jan Coggan, who had passed the cup to Henery, was a crimson man with a spacious countenance, and private glimmer in his eye" (8.37). In other words, we hear that there might be a little more to this guy than what we see on the surface.
Jan Coggan shows us on several occasions that he can be a generous guy. The first time he ever meets Gabriel Oak, for example, he offers the guy a place to stay for the night. As the narrator says, "Then Gabriel arose and went off with Jan Coggan, who had offered him a lodging" (8.140). This works out well for Gabriel, since if it weren't for Jan, he'd probably be sleeping in a field somewhere. This early meeting creates a bond that Gabriel Oak never really has with any of Bathsheba's other workmen.
On top of his generosity toward Gabriel, Jan Coggan is also one of the few people in this book who realizes just how much Bathsheba Everdene means to Gabriel. On one occasion, he even tries to comfort Gabriel about Bathsheba marrying Sergeant Troy, saying, "Don't take on about her Gabriel. What difference does it make whose sweetheart she is, since she can't be yours?" (33.80). It's actually a pretty harsh thing to say, but Jan means well when he says it.
As the narrator finally tells us at the end of the book, Gabriel feels compelled to tell Jan Coggan about his marriage to Bathsheba, since "Coggan had been true as steel all through the time of Gabriel's unhappiness about Bathsheba" (57.7). The fact that Coggan also serves as Oak's witness and best man serves as a strong reminder of how close these guys have been throughout the book.