Marillion is a minstrel. Catelyn Stark and Rodrik Cassel meet him at the Inn at the Crossroads. He is trying to impress them with talk of his great skill and popularity with the nobility. He is unsuccessful, first he tells Catelyn that Edmure Tully is his great admirerer (which she knows is a lie as Edmure hates minstrels), then he insults the north saying they don't appreciate music, only the howls of wolves. He draws Tyrion Lannister's attention to their table which gets Tyrion arrested.
Marillion chooses to go with Catelyn's party to the Eyrie, but he hides when they are attacked by the Hill Tribes. Still, he loots a warm Shadow Cat coat from one of the dead tribesmen. Later, he loses the coat to Tyrion gambling.
Marillion becomes a favorite of Lysa Arryn, flattering her and praising Robert. She is blind to his insults to her bannermen and sexual demands to her servants. When she tries to kill Sansa Stark, Marillion angry at Sansa for her rejections happily helps by singing loudly to drown out Sansa's cries for help, but when the tables turn and Lysa Arryn (now Baelish) is killed instead, Marillion is blamed for her murder. He is tortured and blinded, until he confesses.
Marillion's name is a reference to the British progressive rock band of the same name.