Eeyore is an elderly, grey donkey, who lives by himself in a perhaps rather remote corner of the forest called Eeyore's Gloomy Place. His name comes from the name that donkeys make when they are conversing (Ee-or, Ee-or).
Eeyore is, to put it politely, a bit of a pessimist. He is consistently grumpy and gloomy throughout all of the stories, although just occasionally we see that he is capable of real joy too - for example, when Pooh gives him a honeypot for his birthday, and Piglet gives him a burst balloon, and he discovers that the balloon fits beautifully into the honey pot (and comes out just as beautifully).
Eeyore can be relied on to think the worst in any situation. Although he is usually proved wrong, sometimes he is proved right. When he loses his tail he promptly assumes that someone has stolen it rather than it just having fallen off somewhere, and he is quite right, because Owl has been using it for a bell-pull. What this means exactly we are not sure, but perhaps it shows that just occasionally it is all right to be a bit Eeyore-ish.