Aeonid Thiel was an Ultramarines sergeant during the Horus Heresy. A bit of a maverick, Thiel was initially censured for cooking up strategies for fighting other Space Marines, something that was considered unthinkable during the Great Crusade.
Then the Heresy happened, and due to his quick thinking and bravery during the Battle of Calth he turned what was initially a mark of shame (a helmet painted red), into a badge of honour. It is for this reason to this day, that Ultramarines and other Codex compliant sergeants wear red helmets, as a mark of their leadership abilities and experience.
Thiel was as dutiful and loyal as any good Ultramarine, but compared to the often dogmatic approach his fellows have, his views and tactics seem downright unorthodox (read: reasonable). While he still considers the Theoreticals and Practicals, he's more than willing to drop these for something that will deliver in a given situation, up to and including what more honorable Ultramarines would consider dirty tricks. These include, among other things, impersonating a Word Bearer to get close enough to shank him and simply shooting a
World Eater Night Lord instead of indulging him with a mano-a-mano duel.
Thiel was also quite frank with his opinions, even to his Primarch, Roboute Guilliman. Though he had the utmost respect for his genefather, he also wasn't afraid to call him out for some of his more dubious tactical decisions. This honesty endeared him to Guilliman, who had come to value his counsel.
Not my Thiel
After the Battle of Calth an Alpha Legion imposter posing as Thiel led a kill-team in an attempt to assassinate Guilliman. They manage to grievously wound the Primarch (quite impressive), but Bobby G was able to fight them off. This little issue begs the question: where's the real Thiel? As it turns out, the real Thiel turned up to Macragge afterwards, understandably horrified that he had been used as a cover for the Alpha Legion. He was then sent out throughout Imperium Secundus to try and keep the peace.
Due to the shift of focus of the Heresy novels toward the Siege of Terra, that's something that will remained unanswered for now. However, thanks to Dark Imperium, we do know what happens to him after...
During the Scouring, Thiel became Captain of the Ultramarines Chapter Second Company, and was part of the force that accompanied his Primarch in boarding Fulgrim's flagship during the Battle of Thessala. It is heavily implied that it was Thiel that teleported Guilliman after Fulgrim fatally wounded him.
What happens to him after that is unclear, and Guilliman himself could only find the barest clues in the deepest parts of the Fortress of Hera that he persisted after Thessala. Some in /tg/ posit that, if his progenoids managed to survive into the present, there are a few candidates to where they might have been implanted into...
Bros with Guilliman
Thiel had an interesting relationship with Guilliman, in that while he respected his gene-father, he seemed to be the only one not afraid to call him out for his stubborness and mistakes. In any other Legion this would be considered insubordinate behavior, but surprisingly Guilliman appreciated this candidness and honesty. It's this reason that, even into the present day, Guilliman misses him.
Cato Sicarius' impetuousness reminds Guilliman of Thiel, and as a result the Primarch seems to have made it a pet project of his to balance out Sicarius' gung-ho attitude with lessons on diplomacy and, perhaps, humility.
Sergeant Thiel features prominently in Know No Fear, Censure, and Red-Marked. He is also a warlord card in The Horus Heresy: Legions, where his ability is to shoot an enemy and create a random "Theoretical" card if it survives.