The first thing we learn about the prince of Morocco on his arrival is that he is quite aware of his appearance and asks Portia not to dislike him because of his dark complexion:
Mislike me not for my complexion,
The shadow'd livery of the burnish'd sun,
To whom I am a neighbour and near bred.
Bring me the fairest creature northward born,
Where Phoebus' fire scarce thaws the icicles,
And let us make incision for your love,
To prove whose blood is reddest, his or mine.
I tell thee, lady, this aspect of mine
Hath fear'd the valiant: by my love I swear
The best-regarded virgins of our clime
Have loved it too: I would not change this hue,
Except to steal your thoughts, my gentle queen.
He explains that his color is the result of a hot climate where the sun has tanned him. He is, however, proud of his heritage, for he asks Portia to bring around the most handsome men to test who has the reddest blood. He obviously believes his would be the best, since otherwise he would not have made such a claim. He proudly states his skin has driven fear into the bravest men. Furthermore, the most valued and unblemished women of his region also loved his complexion. He states that he would not change his color except to have Portia think only of him.
The prince obviously carries his sword with him, for he tells Portia:
...By this scimitar
That slew the Sophy and a Persian prince
That won three fields of Sultan Solyman,
I would outstare the sternest eyes that look,
Outbrave the heart most daring on the earth,
Pluck the young sucking cubs from the she-bear,...
The scimitar is a curved sword common in the Middle East at the time and the prince is clearly proud of his prowess as a swordsman since he brags about his victories on the battlefield. Added to that, he is also quite smug about the fact that he can outstare and outbrave the most daring opponents and would even snatch a she-bear's suckling cubs from her grasp.
The prince comes across as vain. He so easily boasts about his abilities that one can easily believe he is arrogant and pompous. A close reading indicates that he uses these glorious comparisons and images to assure Portia that he would undertake any trial or tribulation to win her affection. He is clearly desperate to impress her. He is fearful, though, that since he cannot predict the future and is not entirely in control of his own destiny, one lower in stature than he might win her hand.
The prince is clearly not afraid to take risks, since he asks Portia to allow him to take his chance immediately. She, however, informs him that he must first make a vow in the temple. He can choose a casket after they have had dinner. His vanity finds further support in the fact that he chooses the gold casket because he believes he has the right to what all men desire, which is what the inscription on the casket indicates. Silver has too low a value and lead is too gross to even contemplate.
The prince shows great honor in his response to choosing the incorrect chest:
...your suit is cold.
Cold, indeed; and labour lost:
Then, farewell, heat, and welcome, frost!
Portia, adieu. I have too grieved a heart
To take a tedious leave: thus losers part.
On realizing that his attempt was a flop, he takes his leave like a gentleman and wishes Portia farewell, stating he is too aggrieved to stay around now that he and Portia have both lost.