And The Illusive Man and Aria are two ME2-introduced characters that were originally introduced in a book and a comic respectively, if you want to get uber-technical about things.
Since the first novel was released long before the game, Saren and David Anderson were both introduced in books as well. Possibly a few other people who showed up in Revelation and then the games, but I can't recall anyone specific off the top of my head.
Also, there are some really good books based on games. Not many, I'll admit, although there are plenty that are enjoyable if not exactly great literature (the ME books included). The ones based on Myst are superb. And some of the Wing Commander novels are surprisingly good too.
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"I'm Commander Shepard, and you're standing in the biggest library in Citadel Space. Look me up."