When we first meet David in the series, he's a 65-year-old Englishman whom Lestat befriends (and harasses, but that's not much of a surprise). In Tale of the Body Thief, however, David, in a Rube Goldberg-styled plot, ends up in the gorgeous body of a 26-year-old Anglo-Indian male. Then Lestat forcibly makes him into a vampire.
There is a delicious theory about this that suggests Lestat planned the entire thing in order to make David a vampire. David, however, is good at being remarkably blind about the people he loves and their shortcomings, and although this might have occurred to him, he would never allow himself to consider it as true for a moment.
David is very fond of Armand, partly due to a strange familiarity - David's research into vampires while he was still in the Talamasca centered primarily on Armand - and partly because Armand draws from him a certain amount of unbridled affection; Armand may look like a sweet and soft young mortal boy, but he is hardly that. And yet, at times, and in ways David has seen before anyone else has, Armand has been powerfully wounded, and cold though he is, he brings out a remarkable amount of tenderness in those around him, David included.
On the Sueniverse, while David respects Armand a great deal, he is nonetheless attempting to protect Armand from becoming unsettled or upset by the strangeness of his situation.
Yager is a very ineffective but very congenial vampire hunter who has so far made no attempt on David's life, and has in fact engaged him in a pleasant conversation about fashion. David is thinking this might have to extend several more nights.