Also-also, to those talking about romancing Cole? Are you serious? This has nothing to do with any "vibe" or any crap like that. DG himself stated he's an adult with the mind of a 12 year old! That's just sick really...
Nope, nothing can be done here, sorry 
I vaguely remember him wanting to ask what a press gang was, and then him choosing to not ask because he felt he hit his limit for stupid questions or some such. I can definitely imagine him asking about more complex things, especially as a mechanic to inform new players.
This particular feature of him reminds more of Merrill than of Fenris. And Fenris is aggressive too much, unlike Cole. So it seems that Cole will be more like Merrill, but in a "dark", "depressed" and "demonic" way.
As for him being a demon, there are some clues that question such a conclusion. He may use blood magic and may not be entirely human, but that doesn't mean that he is definitely a demon. Even if he is, than we are looking at a whole brand new, more complex kind of demon than we have seen before, and it just adds more interest to him.
A little pic I made a long time ago, inspired by Asunder 
