Keep on the Shadowfell is pretty light-on for memorable NPCs. The entire population of Winterhaven are cast from a single "generic villager" mold, and the few named villains revel in their cliche-ridden crapulence. The sole exception is a little goblin named Splug.
Splug turns up at the end of the Torture Chamber encounter, where PCs will find him locked away in one of the cells along the corridor to the west. Splug has been locked up because "he tricked too many goblins out of ale rations" and he "portrays himself as a pathetic, helpless figure". The adventure suggests "Splug can provide comic relief, serve as a convenient porter and servant, or be a hidden threat who eventually betrays the party - whatever you think is best for the story."
Splug is, in part, modelled on the kobold Meepo who appeared in the 3rd edition launch module The Sunless Citadel. Meepo went on to be a huge fan favourite and Splug, as it turns out, is pretty successful himself.
Players love recruiting allies. Seeing a named character come over to their side is a tangible demonstration of the impact they're having on the world. Players particularly love NPCs who are incompetent. If NPCs were competent, after all, there'd be proportionately less XP for the players to pick up.
Splug draws from both of these reservoirs of fun, and works extra well because he's easily moldable to what will work well with your group. One group played him as a "hoarse, hispanic Smurf" with a penchant for lighting fires. Another had him locked up for being "a little too cute for the other goblins", and upon release he became "a kind of cheer leader".
The character of Splug is a great chance for players to express themselves, both in their reactions to the goblin and in how they incorporate him into their group and their story. The DM will love him, too, as he's a great way to subtly (or non-subtly) guide the players through the dungeon, providing hints about what lies ahead so that players can shape the danger and speed of the encounters to their personal tastes.
 According to the module, Splug has the stats of a Goblin Warrior, except that he has a Charisma of 15 and a Will defence of 13. The sharp boost to his Charisma makes sense given his character, but I'm baffled as to why they bothered to specify his Will as being a single measly point higher than normal. (This is less than would be explained by his new +2 Charisma modifier.) Does the transition from 12 to 13 take him over some mechanical threshold that I'm unaware of?