He is an older knight who wears full (blueish) armor with an upside down visor. Walken has the same accent as the actor by the same name. Walken is a master of disguises as shown in many episodes.
He is witty and acerbic, balancing what might otherwise be a distancing nature with the tremendous amount of dedication and (sometimes off-screen) duties he proactively undertakes for the Associates. He relates to Broof through their shared love of puns, which they use to mock Meelog. He believes in taking care of battle equipment, and is evidently displeased when Doraleous sheathes a still-bloodied sword.
Sir Walken is a part of Doraleous' team, although he is never referred to as an associate. He may be a consultant, like Broof. Walken walks the roads of Nudonia, gathering information, finding work for Doraleous and Associates and providing intelligence to Doraleous. He is not the best swordfighter of the group but he can easily hold his own against most opponents. When Doraleous made a statement about leadership Walken said he had spoken like a true leader and that he was proud of Doraleous, suggesting Walken may have been a mentor for Doraleous.