Krieg is an apparently reformed version of the Psycho enemy from the series who wields an axe and explosives to dispatch foes. Like the game's other archetypes, he has three skill trees: Bloodlust allows you to enhance your survivability by killing damage with your Buzz Axe (which can be used for melee or thrown), the Mania tree increases your damage as you take damage, and the Hellborn tree increases your fire damage, and also makes you a lethal warrior while you're on fire. With those last two trees, friendly fire is actually very beneficial for Krieg.
Krieg's actions come at high risk and offer high rewards, with his main action tasking him with rushing foes to kill enemies, which heals him — a necessary task, since, unlike Borderlands' melee character Brick, his health does not regenerate on its own.