Detective Inspector Greg Lestrade (played in Sherlock by Rupert Graves)
Watson first meets Lestrade in the first Arthur Conan Doyle story "A Study in Scarlet" and Watson's description does not suit the Sherlock character: a "little sallow, rat-faced, dark-eyed fellow" and "lean and ferret-like."
Lestrade appears in 13 of Doyle's stories about Sherlock Holmes, more than any other Scotland Yard detective. — source Wikipedia
In the Doyle story, "Adventure of the Cardboard Box", Holmes describes Lestrade as "quick and energetic, but conventional — shockingly so." — source Wikipedia
In the original Doyle stories he is an Inspector, which is no longer a rank in the police. So in Sherlock he is Detective Inspector. Sometimes in the BBC series, he is called 'Inspector' as a reference back to the original stories.
In Doyle's story "The Adventure of the Six Napoleons" reference is made to the fact that Lestrade regularly drops in at 221B Baker Street. He shares news of Scotland Yard and also tells Holmes about at least some of his current cases. — source Wikipedia So, the fact that he seems to be included in social occasions like Christmas at Baker St. or as a guest at Watson's wedding is not much of a stretch.
Detective Inspector Greg Lestrade (Rupert Graves)
"In the original Holmes stories by Sir Arthur Conan Doyle, Scotland Yard inspector Lestrade is only given a first initial: G. In “Sherlock,” his name is Greg (Rupert Graves), which Sherlock can’t remember, calling him Gavan or Graham." — source The Seattle Times (editor's note: since Sherlock remembers so very much, this is the current writers playing with the fact that there is no indication that the original Sherlock ever knew Lestrade's first name --- also they may have chosen "Greg" to give a node to the other Scotland Yard detective Holmes and Watson dealt with whose name was Tobias Gregson).
In Sherlock he has an ex-wife who Sherlock tells him is sleeping with a P.E. teacher indicating that Sherlock keeps track of Lestrade and his life.
In the "Hounds of Baskerville" we see that Sherlock cannot remember Lestrade's first name
The above video indicates that Sherlock thinks Lestrade sometimes works for Mycroft.
He tells Watson in the first episode of Sherlock, "Sherlock Holmes is a great man, and I think one day, if we're very, very lucky, he might even be a good one." — source "A Study in Pink"
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