Nearly every race or power throws up exceptional individuals who stand out above the normal herd. Veteran warriors, brilliant officers, inspired prophets, ferocious war-leaders and monstrous daemons can take to the battlefield and make a difference to combat. They inspire others to greater feats of heroism (or fiendish bravery as the case may be) and are usually quicker, stronger and more powerful in combat. In Warhammer 40,000 these powerful individuals are called characters and there are certain special rules that apply to them.
Characters
Source: Core Rulebook 3E, p. 74