Wade Wilson is one of those characters. On the surface, he's one thing. Under that surface, he's something COMPLETELY DIFFERENT, but totally the same.
Wade Wilson began his fictional career as one of one of Rob Liefeld's offenses to the visual medium, with about as much depth as lint. He was a bad rip-off of Deathstroke the Terminator (Wade Wilson, Slade Wilson). It took Joe Kelly and Fabian Nicieza to add characterization where there was none, and they made him a comedic character rather than a joke character.
And then he proved so popular he was given a mini. His characterization solidified, and eventually was given a backstory. He started out as a soldier and mercenary who, after an eventful career, develops incurable, inoperable cancer. He volunteers for Weapon X, hoping to prolong his life, but the inexact science mixes with his cancer, turning him into a tumorous mess, and causing him to lose his mind. Ironically, his healing factor also supercharged his cancer. The very thing that's keeping him alive is killing him. He gets sent off to the cast offs of the Weapon X program, and is the only one to survive. (The others have a running bet on who'll be the next to die, a "deadpool," hence his name, being the only one who's name never came up.) He manages to escape, continues work as a mercenary, and because of his enhanced physical properties, and degraded mental properties, gets a bigger reputation than ever. He also has a strong sense of right and wrong, but has a hard time living up to his own standards. And sometimes, because he's unstable, forgets what those standards are.
I highly recommend either of the first two Deadpool volumes (or both!), as well as Cable & Deadpool, for more of the character. He manages to be a barrel of laughs and woobiege at the same time.