According to Douglas Adams's mother, Marvin the Robot is like Eeyore from Winnie the Pooh: they are both severely depressed, and the one activity they do enjoy is telling you all about how depressed they are. (This proves, once again, that moms are excellent sources for literary analysis.) In other words, instead of writing out a character profile for Marvin, we could just tell you to go read our section on the Sadness theme, since that's pretty much what Marvin is here for. He's just an "abject steel man" (11.71), or, as Arthur describes him, "a sort of electronic sulking machine" (22.42).
So there's really never any doubt about what Marvin is feeling or thinking. When Arthur gushes about how beautiful a binary star sunset is, Marvin briefly notes, "It's rubbish" (21.18). That sort of declarative, short, sad sentence doesn't really leave a lot of room for discussion. We're not surprised when Arthur soon stops trying to talk to him.
Then there's the time when the other explorers leave Marvin on the surface of Magrathea and later find him face down in the dirt because he's very depressed and doesn't see the point in standing up (34.15). We've seen it coming, really, since even the first time we see him, we can tell this is one moped out robot: "In one corner a robot sat humped, its gleaming brushed steel head hanging loosely between its gleaming brushed steel knees" (11.1). The fact that this gleaming and polished robot is sitting like someone who might need serious therapy drives home the point that he's seriously depressed. Now, we're not sure about you, but this is not what we expect from a robot.
That's the funny thing about Marvin: robots aren't supposed to be depressed. Now, maybe we're just really weird and cruel—this robot is really depressed and we're laughing all the time, so we must be monsters, right? But extreme emotions can be entertaining, especially when robots are involved, because we don't expect robots to have any emotions at all. When robots act like humans, it can be funny. So we're just going to go ahead and laugh,
Like Arthur Dent and Eddie, Marvin has a totally boring name. These boring names stand in direct contrast to the bizarre and fun names: Ford, Zaphod, Trillian. Even though he's a robot with the ability to calculate amazing things—he has a "brain the size of a planet" (11.76)—Marvin's name makes him seem pretty ordinary. That kind of makes him easier to relate to, we think. After all, we may not get as depressed as Marvin, but we all get down sometimes.
(Trivia note: Adams originally named the robot Marshall after a depressed friend of his, but changed it to Marvin.)