What a douche
Anyway did some digging and found this on wiki.
Interpretations
No formal explanation is given for the strange man, leaving players to form their own conclusions about his nature. The Strange Man's apparent invulnerability to bullets, his bizarre calm in the wilderness, and his unusual knowledge of both Marston's own criminal past and the nature of Marston's victims seem out of place. Additionally, the Strange Man seems to foreshadow the location of their final encounter as a "nice spot", where John would eventually be buried.
[edit] Supernatural
* Several popular interpretations include the strange man being a moral or religious deity, or powerful supernatural agent. In this interpretation, the strange man is testing Marston's supposed redemption from his crimes.
* Some players have insisted that the when he claims to have had a son, it is a reference to the Abrahamic Deity, and specifically the Christian interpretation of Jesus Christ.
* When the Strange Man responds to John's curse of "Damn you!" with the retort of "Yes, many have", this could allude to a number of colloquial blasphemous profanities involving the damnation of deities throughout numerous religions.
* It has also been suggested that the Strange Man is a personification of Death; as only John interacts with him during the crucial events leading up to his death, and is neutral in his requests as opposed to a good or evil deity.
* The Strange Man has also been be said to possibly be an incorporeal manifestation of John's deceased father; once again citing the Strange Man having a son, and his ambiguous profession.
* In the final encounter with the Strange Man, Marston attempts to shoot him as he walks away. However, the bullets do not harm him, and Marston looks at his gun as if something was wrong. This suggests that the bullets went right through him.
* Some players theorize that the man is actually John Marston from another timeline, had he never been involved in Dutch's gang.
* In Roman Catholicism, the archangel Michael is viewed as the good Angel of Death (as opposed to Samael, the evil Angel of Death), carrying the souls of the deceased to Heaven. There, he balances them in his scales (one of his symbols). This would give reason to the Strange Man's comment of being an accountant; as in he is weighing John's soul in relation to the deeds he has performed for him. He is said to give the dying souls the chance to redeem themselves before passing as well. In Mexico, a popular folk-Catholic belief regards the Angel of Death as a saint, known as Santa Muerte, but this local cult is not acknowledged by the Catholic Church of Mexico.
* Death is also mentioned in the "Revelation of John" which is a book of Christian origin and writings, the connection is obvious the protagonist's name is John and death visits him in visions. However there are four differing interpretations of the Book of Revelation, so no clear connection can be made to John Marston and the Strange Man.
[edit] Personal
* Another explanation posits the strange man as a hallucination or manifestation of John's own conscience. This explanation seems to conflict with the fact that when the Strange Man issues John a task, he has intimate knowledge of this situation; knowledge that Marston alone could not posses.
* Some players insist that he is not a supernatural being and instead a skilled illusionist who has taken an interest in the increasingly famous John Marston.