Dan was one of several plastic toy soldiers in the children's home used by Clara Oswald to "protect" Rupert while he was sleeping. She explained that it was this particular figure who was in charge of the others. When Rupert pointed out that it was broken as it had no gun, she said that he was so powerful he did not need a weapon. Rupert then named him Dan, confirming to Clara that he was indeed the same person (Danny Pink) she knew in her own time.
Time travel Edit
Eventually, Dan belonged to Orson Pink. A pioneer of Earth's time travel efforts, Orson took Dan with him as a good luck charm on a failed experiment that left him stranded at the end of the universe. Clara was surprised to see Dan amongst Orson's belongings after she and the Twelfth Doctor rescued him. He explained that it was a family heirloom, and that a great-grandparent of his told stories about time travel.
Clara left Dan in the possession of the Doctor when she visited him as a small child in a barn on Gallifrey. She comforted him as he was crying, and left Dan as a reminder that fear could make you stronger. (TV: Listen)