The creature and Captain Walton are both characters who tend to feel things very deeply, and they have both been significantly affected by the life and history of Victor Frankenstein.  The creature began his life, he says, as a benevolent and kind being who took great pleasure in nature and humanity.  Captain Walton likewise began as a highly sensitive and emotional being -- he'd wanted to be a poet, though he had no training or education -- and he is very much alive to the beauties of nature, especially as he travels north and is greatly affected by the polar scenes around him. 

In addition, both the creature and Captain Walton are highly persistent individuals who will go to the furthest lengths to achieve their goals.  For the creature, that meant acquiring a mate, and, when that pursuit proved impossible, he turned Frankenstein himself into a companion of sorts by rendering his maker utterly alone and desirous of revenge.  For Captain Walton, he braves death in order to seek the pole and discover the secret of the compass and so forth.  Both are dedicated to their pursuits, whatever those may be.