The best part of the Hellboy stories is the freakish stone hand of the main character. Hellboy's Right Hand of Doom is coveted by every two-bit monster and shadowy figure in the cosmos, generally because they believe the Hand can bring about the apocalypse through a variety of unsavory methods. Said methods are never fully explained, but they generally involve the Ogru Jahad, giant, Cthulhu-like squid things trapped beyond space and time, and as such are probably fairly unpleasant.
Similarly, Hellboy himself seems to be an object of some reverence in his adventures, since he was originally Anung un Rama, the fiery-crowned demon born to end the world as we know it. The monsters Hellboy meets fully expect him to live up to his destiny, and are downright eager for him to start the festivities.
And this is where the genius of the character comes in: he's just not interested in filling that role. Raised by Professor Bruttenholm as a typical army brat, Hellboy doesn't see himself as Anung un Rama. He doesn't particularly feel like destroying the world, with either hand. And he's increasingly exasperated by the inability of the supernatural world to get these simple facts through their thick skulls, despite ample repetition. Hellboy has reinvented himself, while the shadowy world that created him refuses to change--a dynamic character surrounded by the static, archetypical trappings of fairy tales and penny-dreadful mythology.
I've never been entirely sure if this is a commentary, a running joke, or just an device that author Mike Mignola used to get his characters into position. It's probably the latter. But I've always loved the idea that Hellboy represents: that no-one's stuck in a role from birth, that destiny is a load of hogwash, and that we are not trapped by the myths of the past--nor are we particularly obligated to take them seriously.
Although the first film centered somewhat around this theme, the second abandoned it for more well-worn tropes (along with some casual misogyny), and I thought that was a real shame. There are lots of fictional places we can go to learn that outsiders need love too, or that action-movie protagonists have a certain kinship with their antagonists. But the conceit of Hellboy is more than just the importance of "being yourself." At heart it's a rejection of the idea that "yourself" is static, or that fate is anything other than a human creation--a vindication of Richard Rorty's anti-foundationalism, among other things. It's also an explicit statement that the time for listening to myths and folklore uncritically is over--Hellboy pays attention and respects his supernatural encounters, but more importantly he studies them and trims off those parts that can't coexist with modern civilization.
You would think that this would be more common in American fiction. We're a culture with a brief national history, a short attention span, and a fetish for rugged individualism. Yet much like the muddled ideology of 300, I think this is surprisingly hit-or-miss. American films tend to conflate destiny with a person's internal character. Self-discovery is seen as noble. Reinvention of self is not, and in fact it's often punished: characters that attempt to do so are often shown being humiliated when the mask is pulled away. You can be anything you want, as long as it's something you already are.
Likewise, Hollywood likes to venerate the past, with ancient prophecies and tragic fates galore. Granted, these are well-worn dramatic devices, but just once I'd like to see a hero dismiss an old legend as baseless superstition ("Rodents of Unusual Size? I don't think they exist.") and not pay for it later ("Argh!").
I imagine that in both the movies and in the comics, it must be tremendously limiting to live in a world so constrained by the flow of myth and narrative. It is one thing to say "with great power comes great responsibility." But it's also kind of sad that these characters don't really seem to get a choice. If they get superpowers, suddenly they're not allowed to become doctors or actors or writers or accountants, jobs that don't involve flying or clobbering or wearing ridiculous costumes. It's like a weird kind of typecasting. "You can set fires with your mind? Well, never mind that important non-profit work, then: time to go ignite some petty criminals."
So, I guess, here's to Hellboy, who breaks the mold. Not very much, or very wide, perhaps--cracks the mold might be more accurate. But as Leonard Cohen once wrote (so I'm told--I've never listened to the guy): "There's a crack in everything, that's how the light gets in."