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Dudley is Harry's cousin. His parents spoil him horribly and regularly encourage him to bully Harry. Dudley also has a circle of hangers-on who spend most of their time admiring "Big D" and his skills in the boxing ring. But Dudley also likes to pick on kids who are younger and smaller than he is.
When Harry is spoiling for a fight at the beginning of Book 5, he mocks Dudley for his bullying and for his mother's obsessive affection. Dudley immediately takes the bait and starts mocking Harry back, laughing at him about his nightmares of the cemetery from Book 4. So Dudley is stupid and quick to anger, and he likes to pick on kids who are smaller than him to feel bigger and more important.
Yet, for all of Dudley's ugly qualities, he is obviously struggling with his own troubles. The dementor attack that Harry repels in Little Whinging leaves him almost fainting with misery. Harry has to half-carry Dudley back to his house. And even Harry wonders, "dementors caused a person to relive the worst moments of their life. What would spoiled, pampered, bullying Dudley have been forced to hear?" (2.110). We don't find out in this novel what Dudley sees under the control of the dementors, but it is an intriguing question that suggests future character development for Dudley.
As a Muggle, Dudley can't see the dementors that almost murder him. So he thinks that it's Harry who made him feel cold and miserable. Thanks to Dudley's stupid accusations, the Dursleys almost kick Harry out of their house. So even if we feel some pity for Dudley getting attacked by dementors, we still think he's pretty rotten.