I liked both Bilbo and Balin. Bilbo, obviously, is the main character and you can get attached to him very easily. I liked Balin because he was kind to Bilbo and he accepted him first.
Gandalf knew what he was doing; he needed the dwarves and Bilbo to trust each other, and if they just depended on the wizard, then they would never fully gain each other's trust. Plus, Gandalf was busy with Sauron and all that.
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