The character that best brings out the theme of a thirst for
knowledge and the undiscovered would probably have to be Dr. Frankenstein
himself. This is so because it is he who
creates the monster out of his thirst for discovering the undiscovered, and it
is his action of creation—being the creator—that illustrates his knowledge and
thirst of it.
The story of Frankenstein is told by Walton. He retells a story that he has heard. So the correct answer to the question that says "Who is telling the story?" would be letter "A" that says "Walton is retelling a story he heard from Frankenstein".