Murray is a strong, muscular but slightly round hippopotamus who serves as the getaway driver and later team tough guy and fighter for the game's title character. He met both Sly and Bentley when the three of them were growing up in the Orphanage. Murray's driving skill came from his job as a pizza delivery boy, during which he hotwired cars and was eventually fired for dropping too many pizzas.
Murray is quite large and has an enormous appetite. He is depicted as a weakling in the first game, and unbelievably strong in the second game. Murray is by far the strongest of the Cooper trio, and arguably is also the most battle ready of the three. Murray is also known for saying some of the series' most hilarious lines (i.e. "Another barrier stands before you. Fear not, I shall bend it like the truth!") and having a peculiarly strong love of his Van, the team's getaway vehicle (he cried after it floated away in Sly 2 and was unstoppable in his quest to bring it back in Sly 3), having worked on it, throughout his life. Murray throughout the games wears a blue t-shirt that looks a bit too small for him, and a light blue scarf to go with his driver motif and no pants. In the second game and on Murray dons a marroon mask over his head and matching fighting gloves over his hands when donning his "The Murray" persona in battle. Murray also appears to wear thick rim glasses...although they could also be goggles or perhaps a strange hybrid of the two. Goggles would certainly go with his driver motif and he shows in Sly 3 that he doesn't really need glasses like Bentley does.
Murray seemed more chubby and laid back in Sly 1 and although still rotund by the second game and on, looked considerably tougher and a bit more muscular. Murray is officially listed as being 20 years old during the first game, and since the second takes place two years after Murray would be 22 by the time of Sly 2 and 23 by the time of the third game.
Although he is generally a very nice guy, Murray has shown that he has quite a bit of repressed anger. Whether this is due to his experiences in the orphanage or something else is never explored in any of the games. This is highlighted during Episode 4 of Sly 2, where the Contessa points this out. This is also evident by his violent outbursts when any of his friends are harmed, and could also be a reason for his decision to leave the team due to feeling responsible for Bentley's injury at the end of Sly 2. Although this is quelled seemingly by Sly 3 due to his time with the aboriginal Guru, Murray still seems quite comfortable with his hot-blooded inner rage when he needs it.