How does Jim hiding the dead body from Huck help chracterize Jim? What is the role Jim is filling in Huck's life?
To me, what Jim does for Huck in this episode (it's in Chapter 9) shows that he is acting, in a way, as a parent for Huck. It shows, along with other things, that Jim is really the adult and is a responsible, fatherly adult at that.
Jim has escaped in the first place because of his family. He is running away from Miss Watson because he can't bear to be separated from them permanently. Maybe this is why he starts acting as something of a father to Huck.
When he prevents Huck from seeing the dead man's face, he is acting as a father protecting his child from things he should not see. This symbolism is further enhanced by the fact that (as we later find out) the dead man was Huck's dad.