The Cheshire Cat, in American McGee's Alice, serves this role, giving you somewhat cryptic clues to solve puzzles. You can summon him up, as well, but most of the time his advice is unhelpful and rather disturbing. Why, oh why, are you telling me "Only the insane equate pain with success" or "There's an ugly name for those who do things the hard way"?
Midna from Twilight Princess offers helpful services the others didn't (such as warping), but her expository knowledge is limited to the dark world. Her poor attitude doesn't help much either, but makes part of her charm. Also, she doesn't bug you as oftennote you usually have to explicitly ask for her help and her alert sound is a few quiet words in Simlish rather than a shrill yell.
Ciela from Phantom Hourglass. At least she also acts as a cursor, bugs an NPC instead of you, and she actually helps in battle...when you have enough courage orbs anyway. The fact that she uses the same "Hey!" as Navi is bound to send shivers down your spine upon first meeting her, though. In a bit of irony, when you unlock the hammer, Ciela will wield it and Link will point her where to hit, giving him the chance to be the annoying one (if he wasn't mute anyway).
The Exposition Fairy of The Legend of Zelda: Skyward Sword is Fi, the Spock-Speaking spirit of your sword. She can give the most info of any Exposition Fairy in the series. If you can lock onto it, friend, foe, random critter or dungeon device, she has info on it. At the tap of a button she'll analyze boss moves (as well as the arenas in which you fight them) to give you strategies, provide a recap of what's happened recently, remind you of what you should do next, tell you how many times you've killed a monster in addition to your previous record when it comes to fighting that monster, has a ton of helpful rumors and hints, will provide info on your current location and how suited the items you have in your pack are to your current location/situation, keeps track of how long you've played during the current session and overall...and this is just a summary of what she can tell you when you ask.
Professor E.Gadd fills this role in Luigi's Mansion. (However, in the sequel, the advice he gives is rarely very helpful at all, and quickly turns into a case of Stop Helping Me!.
Adam, Samus's AI advisor in Metroid Fusion. She has no choice but to listen to him, as he was part of the deal that got her a replacement spaceship; he's eventually revealed to be part of a Government Conspiracy, but pulls a Heel-Face Turn in the closing moments of the game.
In Metroid Prime 3, Fleet Admiral Dane and Aurora Units 242 and 217 serve a similar role. In the previous two Prime games, Samus's Cool Ship would occasionally send hints on where to go next.
Metroid: Other M has you meeting the real Adam on whose personality the above-mentioned AI is based. He serves primarily as Mission Control, but he's on your ear piece through most of the game guiding the player through the story.
Issun from Ōkami, acting in a role similar to that of Link's sidekicks, providing exposition, tutorial information, and acting as the supplement mouthpiece for the silent hero.
Your AI sidekick Arthur in the second and third The Journeyman Project games offers hints and color commentary.
Hilariously, these are actual fairies in the Atelier series; you run into one in the first game who explains how the fairies can be used to help around the workshop, and in Atelier Iris 1 and Atelier Annie, you have a fairy as part of the party whose primary purpose is to explain almost all game mechanics.
Final Fantasy XIII-2 has Mog, a flying Moogle who usually explains the mechanics behind time paradoxes and how to solve the puzzles.
In Mario & Luigi: Partners in Time, an anthropomorphic suitcase serves as both your Ninja Butterfly and your inventory menu! He has a bad habit of making up adjectives to describe your situation. Like the evil minion Fawful from the previous Mario and Luigi, his mannerisms are a parody of bad video game translations.
Starlow returns in Mario & Luigi: Dream Team. Additionally, Prince Dreambert acts as the other exposition fairy in Dream Team, meaning you've got two characters who seem to be acting as helpers throughout the adventure, allowing one to take care of dialogue for a pair of Heroic Mimes in the dream world, while the other manipulates Luigi in the real world.
Spyro the Dragon usually had a dragonfly named Sparx to help him out. But for anything beyond this little insect's ken, he also had the fairy Zoe and the Dragon Elders that helped him. In later games, Sparx's role has shifted from this to being resident Deadpan Snarker. The role has been taken up almost entirely by the Dragon Elders.
Non-Video Game Examples
During a videogame-based plot arc in Yu-Gi-Oh!, when a faerie appears to the gang, Joey explains that "Games like this always have a faerie or something to explain how the game works." Yu-Gi-Oh! The Abridged Series parodied the concept by giving the fairy the voice of Navi from Ocarina of Time—namely her constant "Hey! Listen!"—and having Joey turn homicidal towards it.