Pensive Man is one of Nerd³'s characters from the Train Simulator series. He is simply a man who looks very lost in thought, hence the name.
He is revealed to be the son of Barry , a train engineer and Dan's colleague.
He did not appear in Dan's Train Simulator 2013 video, but he did appear in his Train Simulator 2014 video, where Dan joked about him thinking about him thinking about the same thing for two years. He also appeared in Part 2, where Dan realized he changed his clothes.
In Nerd³ Completes... Cities: Skylines - Part 9, Dan finds Pensive Man while looking around some newly built coastal houses in his farm district.
He is mentioned in Dan's GTA V - Train Simulator mod video, as the son of Barry.