Willie McCoy is described by Anita Blake as "a jerk even before he died." He's a low-level vampire in St. Louis under the regime of the powerful master vampire Nikolaos. He's the vamp who is sent to hire Anita, normally feared by vamps and the one they call The Executioner; but she is needed to protect them, to look into a series of vampire murders.
Willie also knew Anita Blake before he turned into a vampire. He is her first vampire friend.