Dally Winston had been in gangs in New York City before joining the greasers. He is Ponyboy's least favorite member of the gang, and Pony considers him "tougher, colder, meaner."
Johnny and Pony turn to Dally when they need help escaping after Johnny kills Bob. Dally is there for them, giving Pony, literally, the coat off his own back. Through these gestures, the readers are able to genuinely like Dally. His life experiences seem to have chosen the path for him; the person inside of him never has a chance.