A simple watercolour painting of Gwyndolin from Software's Dark Souls.

Gwyndolin was my favourite character (besides Solaire of course) in the whole game. His lore is rather interesting. In short, he is the last born son of Gwyn the Lord of Cinders and due to his frail body and affinity to the moon, he was raised as a girl.

In my opinion, he is actually one of the most badass of all the bosses in the game. He runs two covenants in the world of Dark Souls, he is the only one left in Anor Londo, is basically the mastermind behind the whole quest the Chosen goes through, and is hawt as fuck. He was the outcast of the family due to his moon affinity and frail body. There are no statues honouring him in Anor Londo, either.

Personally I believe that Gwyndolin is doing one of two things in Anor Londo:

1- Looking after his father's kingdom for him out of love and wish to be acknowledged by his family

2- Taking the opportunity to rule Anor Londo and become king for himself.

I think it's more likely to be the first as everything he does is to honour his family: the mirage of his sister Gwynevire, watching after his father's tomb, keeping the illusion of the sun in Anor Londo. So, I imagine that he is a very sad creature whom only wants to be worthy his is father.