Came Back Wrong: A benign example. While he certainly looks like Eira, has a similar skillset, and has the general idealism which Eira possessed, he is generally not accepted as a direct copy of Eira, since "A life once ended may not be remade". And according to Lord D'Urfe, he is no longer a golem, either.
Fan Nickname: It's hard to discuss a nameless protagonist, so he was fanicked ASAP: Lost, after Valentine introduces him by explaining that "He's lost. I said he could come with me," and Vin deliberately misunderstands "lost" as his name.
Get a Hold of Yourself, Man!: Since he isn't exactly up to beating on Valentine, he resorts to throwing his notebook at Valentine really hard.
Loss of Identity: Our unnamed protagonist, though it's not a loss so much as a general WTF-who-am-I deal.
The Messiah: Deconstructed. People loved Eira so much that they are now fighting over who gets to take Lost home.
Mysterious Past: Averted. The protagonist is ripe material, but the focus quickly moves from discovering his past to trying to deal with the interaction of past, present, and future.
The Nameless: Not the only one, but he doesn't even have a set title or epithet, unlike the rest.
Pensieve Flashback: The protagonist, several times — though he experiences it from the POV of the owner of the memory, the only thing he can do that deviates from the memory is to think... and technically, the ones in the compass and the City of Memory were Eira's.
The Philosopher: Most notably him, but also pretty much every other character at one point or another.
Cats Are Mean: According to him. The fact that people do all sorts of stupid things for Valentine and he never loves them back, except for the Duck and Eira, alternates between being played for laughs and for drama.
Hypocrite: Valentine hates cats, but acts exactly the way he describes one to act, and has retractable claws.
Jerk with a Heart of Gold: He genuinely loves the Duck. He also expresses regret both for being a terrible brother to the Serpent, and for his failure to keep Eira alive.
Loveable Rogue: There's that small matter of being rather blasť about eating people/golems, but as the protagonist's friend and protector, we see his sympathetic side very clearly... and, well, demons are supposed to eat people.
Sensitive Guy and Manly Man: The latter to Ganymar's former. He is brash, foulmouthed, ruggedly handsome, and shows no affection to anyone except a few people. However, he did take Eira's death so hard that he created the narrator out of what was left.
Impaled with Extreme Prejudice: A magnet for this trope. In the beginning of the comic he was impaled by the throat with five of Valentine's claws, and recovered fairly quickly. His past human life was ended in a similar fashion. Just on a bigger scale... with more fatality.
Locked Out of the Loop: No one will tell him how Eira died, but mostly out of compassion. Every time he learns what happened, he takes it so hard that he begs Juno to wipe his memory of it.
Sensitive Guy and Manly Man: The former to Valentine's latter. He is gentle and kind to everyone, except Valentine, and has a frailer look (though he is no less deadly in combat).
The Storyteller: More evident in the same-universe short comic Vefurrin, but his storyteller side shows through in HERO with time.
Dual Wielding: She fights with a matched pair of long, curved knives.