Dan (toy soldier)
Dan, the soldier man was a toy soldier named by Rupert Pink as a small boy in the 1990s. It later became a family heirloom.
Origins
Dan was one of several plastic toy soldiers used by Clara Oswald to "protect" Rupert while he was sleeping. She explained that it was this particular figure who was in charge and, when Rupert pointed out that it was broken as it had no gun, she said that he was so powerful he did not need a weapon. Rupert then named him Dan, confirming to Clara that he was indeed the same person (Danny Pink) she knew in her own time.
Despite the fact that it and the other toy soldiers belonged to the children's home where he was living, Danny kept the soldier of Dan, and it was passed down through his family. (TV: Listen)
Time travel
Eventually, Dan belonged to Orson. A pioneer of Earth's time travel efforts, he took Dan with him on a failed experiment that left him stranded at the end of the universe. Clara was surprised to see Dan when Orson showed him to Clara after she and the Twelfth Doctor rescued him. He explained that a great-grandparent of his often told stories about time travel.
Clara left Dan in the possession of the Doctor when she visited him as a small child in a barn on Gallifrey. She comforted him as he was crying, and left Dan as a reminder that fear could make you stronger. (TV: Listen)
References
Dan was included in a series of notes written by Clara when she was planning to confess to Danny Pink via phone call about her adventures with the Doctor. (TV: Dark Water)