Krieg is one of Vincent's roommates. He considers everyone around him to be a complete imbecile, and everything about the world to be pure idiocy. All of his dialog so far has been in thought bubbles because he's not actually saying anything. Krieg rarely ever talks to anyone, but the reader gets an inside look as to what he's thinking when interacting with other character.
Here's some Krieg trivia:
-He carries a scythe with him everywhere he goes (you'll often see him destroy or kill something when he's fed up with it)
-Krieg worships Cthulhu as his Lord
-He wears a mask all the time as a way to hide himself from the idiocracy of the world around him