Gary is a shady suit in his late 30's, who looks like he knows more than he should, keeps his mouth shut, and continuously smokes. When the thing started, he was shopping for laminate paper.
By day 5 of the Mist's appearance, Gary made an enemy of everyone by spreading doomsday theories about the Mist being the government's experiment in testing citizens' obedience and culling the bold. He postulated the best survival strategy is to sit tight and do nothing. Then suddenly after 6th day has passed, he changed his demeanor, and went out with Emma to the shooting range to get her ammunition and magazines for her gun, displaying considerable skill with a knife against one of those infested formerly human zombie things as well as proficiency with hotwiring vehicles.
August 14th Gary set his sights on a survivor camp west of the mall, in the parking lot.
During the first scouting venture to the survivor camp and an attempt to clear the immediate mall perimeter, Gary displayed proficient marksmanship with a pistol and was complimented by the survivors as having "Good Eyes". Initially disliked by most, he has started to come to good terms with Jim, Leo, and even V2 and Kate. After the loss of Emma, Thompson's been brooding and moody.
This Melancholic man was no mere paper pusher. "The auditor" he called himself, the "insurance investigator". But he wasn't always one. Gunrunning in Cambodia, tracking drug lords, human traffickers, whale poachers and pirates, from the Atlantic ocean to Serbia, from Bangladesh to Morocco, from Colombian cartels to CIA black fleet deals, he's seen it all. He piloted AC-130s and sailed cargo barges. Eventually they all break, broken boys, quick on the trigger. Assets have an expiration date. But if they did a good job, they get peacefully retired, and given office jobs as desk jockeys. Gary's nerves gave out when he turned 35, and since then he was indeed a glorified investigative clerk. Handling caseloads for the alphabet agencies, CIA, ATF, FDI. Nobody knows why he really was at the mall. He gave everyone different reasons. Insurance claims, customs investigation, river patrol.
One thing was known for certain: he always smoked, never recovered from alcoholism, and loved a good noir dame on a poster. He lived in smoke filled bars and dug the atmosphere. As a proper noir suit man, he died for a dame, when Jenn was feeling so insufferably cooped up, she begged him not to leave her. The mall was going crazy and spooked her to death. He offered her to get some fresh air, and take it easy, just stand outside a bit and look about, maybe get some dirt, together, as a group.
Instead Jennefer panicked and ran out to get Leopold Konig's suburban from the north parking lot. Alone. She drove 500 feet to the deployment entrance survivors dedicated, and the loud SUV engine drew a group of three Mist Beings inside. Gary threw himself to her defense, then rushed to turn off the car engine to stop the noise, but a tentacled monster pulled him to the ground. He fired half of his magazine into it, when a second beast knocked the signature Taurus out of his hand and lunged its proboscis into his neck. Gary fought the thing off of himself and ran inside the basement, but his bleeding was too violent and profuse. He stood on his feet for mere five seconds, looking for a bandage to put around his neck, and then collapsed of blood loss, immediately to his death, demonstrating to all the simple truth of the mist:
Do not go out there. Stay Silent. Stand Still.