Haha, that's a totally fair judgment! Richard is kinda ... I think he's supposed to be a little like Arthur Dent, only not at all funny. So he's a bit frustrating in that way, but he gets a little better towards the end. Door and the Marquis are really who make the novel, imo. The Marquis especially.
Also tbqh~! Neverwhere's pretty interesting in its own right, but if it disappoints, don't worry. It's also kinda a mixed bag among Gaiman fans. If you're going for protagonists who are actually kinda interesting (read: not like Richard), I'd definitely suggest Good Omens (which is probably made better by way of being partly by Terry Pratchett). American Gods is also pretty good. The protagonist there probably whines the least out of all the novels Gaiman's written. And if you'd like a change of pace, Gaiman's really actually better with his short stories and comics, tbh. Both of the Death comics are wonderful reads, and among Gaiman's short stories include rather interesting takes on Snow White and Sherlock Holmes. Not together, although the Sherlock Holmes one is a crossover ... with Lovecraft. (It works. Trust me.)
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*finishes dumping unsolicited recs on you*
Speaking of, if you'd like a rec list of more non-creepy creepypasta, feel free to ask for that as well. I've got this entire list of older stuff that's really kinda mild. Like, Lost Silver levels of not-actually-creepy-but-still-somehow-good. 8D
And as for questing, ooh, it is. Or most of them are. Like, some of the quests give you eggs for pets, and others are like, "Here's another certificate for a quest, and here's equipment you can't use." But it's still satisfying to get quest bits done either way, so! (I think you can't really enjoy them until you choose a class at level 10, though. Like, you can quest at any time, but certain classes give you neat bonuses.)