Character Analysis
Poor Donny is a sweet, sympathetic, and ultimately clueless member of The Dude's bowling team. He is everyone's punching bag. Here's a typical exchange:
DONNY: What's a pederast, Walter?
WALTER: Shut the f*** up, Donny.
Fun fact: All of this "Shut the f*** up, Donny" is supposed to be a reference to Steve Buscemi's character in Fargo, who never shuts up. (Source)
All we really know about Donny is that he's a good bowler, a close friend of Walter and The Dude, and (as revealed by Walter in his eulogy) a former surfer. Even his friends don't know him all that well; Walter struggles to find things to say about him in his eulogy. What he's definitely not: the sharpest crayon in the box. He's just along for the ride, literally.
If you thought The Dude was confused about everything that's going on, then Donny is The Dude times 7,000. He confuses Lenin with John Lennon and doesn't understand how Walter can get around if he can't ride in a car on Shabbos. He's always on the margins of conversations. Donny is so pure and childlike that it's hard not to feel sorry for him. He didn't ask to get caught up in Walter and The Dude's crazy drama. All he wants to do is bowl and drink his Orange Slice. He's the only fatality in the story, and we sure don't expect it.