Mike Mignola's influences are vast, from Henry James to Jack Kirby. In Hellboy: The Midnight Circus one-shot comic one of Hellboy's guards takes the young demon to a library to learn to read something besides comics; this feels inspired by Mignola's love of reading.
"Dracula" is the horror a novel which most inspired Mignola, and in "Hellboy: Wake The Devil" he thanks "Dracula and all the other vampires I've loved." "Hellboy: Conqueror Worm" is titled after a poem by Edgar Allan Poe (with lines from that song included), and has a similar nod to old pulp heroes like Doc Savage and Shadow.
"The Bride of Frankenstein" is Mignola's favorite monster movie, but there's another Boris Karloff horror picture he likes even more: 1945's The Body Snatcher. where Karloff plays an articulate and sinister grave robber rather than the predatory creature.
Hell, as a character and comic, is the ultimate synthesis of everything Mignola loves. Sometimes described as a "paranormal investigator", he has the attitude of Philip Marlowe but tackles cases outside of the occult. He is also (in an exclusively literal sense) a monster himself. Although mostly accepted by humans, Hellboy never can completely cross the bridge to become one of them - it's a lot like Frankenstein's Monster and his quest for companionship.
Bride of Frankenstein differs from Shelley's book, but does a better job of adapting the monster's tragic side. For one thing, it includes the parts of the book where the Monster tries to befriend a blind man only to be chased away again by people who can see his appearance. The creature desires a bride because of his loneliness, of course, and when she too turns away from his sight, his despair is complete.
Guillermo del Toro's Hellboy films in particular play up Hell's outsiderness. The director, a huge Frankenstein fan who is making his own adaptation of Shelley's book, clearly responded to the flashes of isolation in Mignola's Hellboy and amplified them.
As played by Ron Perlman and drawn by Mignola, Hellboy has a thick jaw that rivals Karloff's square-headed creature. The difference is that Hell is articulated, not a killer; he gives children smiles and lollipops instead of drowning them. The creature decided to pounce on the world it rejected. In numerous Hellboy stories, the monsters tell Hellboy to start the apocalypse already, and he always tells them to screw it, ripping off his horns twice to show that he's defying his fate. (Hellboy never wears his horns fully grown to make him look more human.)
It helps that, unlike the Creature, Inferno had a father who loved him: Professor Trevor "Brom" Bruttenholm. In the ultimate mini-series, Hellboy: The Storm and the Fury Hellboy sees a sign that says "the end is near" and feels solemn, knowing that he was brought to Earth to cause that end. Thus, Hell remembers the moment from his childhood when Broome assured him that he was not Frankenstein's monster:
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