Above all else, Steve wants to be helpful. It's in his DNA (demonic neo-monstrous aura). If he's your bud, and almost everyone is his bud until you prove to be otherwise, then he'll do just about whatever you want him to do, so long as it's something a little black and red penguin who stands about two feet tall and has flippers that can inexplicably hold almost anything unless it's funny for his flippers to not hold it can do.
You need him to pop on over and grab those keys from the guard who locked y'all up in order to be sacrificed to some nasty protoglobulous thing? He'll do it.
You need him to be a distraction as you run away from the angry mob of East Texas Swampabilies? Sure thing, bud.
You want him to hang out for the evening, watch some monster movies, and drink cheap beer? He'd rather you do that instead of the other things, and will likely suggest it before you go running off to save the world, so he'll for sure be there to save you from your snack food burden.
Steve's from Hell.
Steve doesn't call it Hell, but you might, depending on your spiritual persuasion. It's a place of infinite torment, limitless punishment, and a healthy helping of bullying and name-calling. Some souls are trapped there, experiencing all of the realm's "delights" for one reason or another. Others are there willingly, serving some master due to some dark pact made because one got a little too angsty over not being invited to enough birthday parties and decided to make with the blood sacrifices to make with the making of friends. Others are born there, spawned from the chaotic miasma to serve some assigned task at the behest of another denizen of damnation.
That last one describes Steve pretty well. The grimoire that allowed him passage into this slightly-less torturous realm of existence listed him as an "Imp," but no one in "Hell" ever called him that. They called him "hey, you, shovel the Demiurge's poop" or "get over here and carry these spare tentacles to the fun pit" or "how long will it take for this thing to be eaten if I drop kick it into the Styx?" As far as he knew, he was born to do the menial tasks the other THINGS didn't want to do, and there was no one smaller, meeker, and easier to push around below him for him to pass it along.
And so it went for who knows how long. Steve isn't sure if he was generated ten years ago, 500 years ago, or the Tuesday before he emerged from a copy of Daemonica Somethingorothericus or whatever that book's called. Time in "Hell" is, as Steve puts it, "real loosey goosey." But now he's here, chilling out, eating your Doritos, and doing his best to not get sent back to that other place.
Don't be that jerk that sends him back, alright?
Hell is cute.
At least, the little critters in Hell are pretty darn cute. Each one's spawned from the eternal not-Void-but-that's-what-they-call-it with its own unique, highly-merchandisable, plushie-ready design.
Steve's happens to look a lot like an anime penguin. Squat, roundish, loveable eyes, and a propensity for acting just like how you'd expect a cartoon penguin to act in strenuous situations.
It isn't so much that Steve can "teleport." You tell him "Hey, bud, go teleport to the other side of the wall" and he'll give you a funny look like "Dude, I don't do that."
But if you make a suggestion, such as "I wonder if Steve is around this corner waiting for us," he'll be there.
He has a way of popping up when you least AND most expect it, usually in the exact spot where you can't be or need to be soon.
But, yeah, don't be barking orders. He's here to help, not serve.
Whatever you throw at Steve, he can handle it. He's been chewed up, regurgitated, digested, tossed into eternally-burning pyres, tossed into bottomless chasms, dunked in innumerable vats of unspeakable liquids, called every nasty name in every remembered and forgotten language, worked to the bone and then some, and used to reenact the Lucy and Charlie Brown football scene at least once.
If he COULD give up, he'd have done so long ago.
Awhile back, there was this turtle that owed Steve $20.
Said turtle did her best to avoid Steve, changing up her routine and hiding out in her little pocket dimension dungeon joint hidden within a park playground.
It took him a minute, and a lot of snooping about and stalking, but he managed to track down and follow that turtle back to her pocket dimension dungeon and get that $20 back.
Well, it was his friends that did that last part, but Steve was nosy enough to get them to where they needed to be.
Dang turtle said she'd get Steve back after he bought them lunch, then she ghosted him. What a jerk!
Kinda like a cat, Steve will let you know if he's down with being touched. If he's cool with chilling in your lap, it's best to be happy with that. If you try to pick him up and cuddle him, you'll find he's every bit as sleek and slippery as a regular penguin.
He may be born of hellfire, but he's still a wet little critter.