Well... normally I'm pretty good at doing the same, but a lot of times the City curses take away your reason--which is why it's a good thing to try to keep lots of friends who will watch out for you when you are cursed.

There was one curse where I thought I was in love with one of his family's enemies. Come hell or high water I was going to go see that little cat-eared bastard. D stopped me from waltzing into trouble. Another time I was briefly turned into a homicidal maniac, and Walter stopped me and tied me up until it was over before I accidentally killed someone...

So it isn't so much a thing of people watching over you because you can't take care of yourself, but watching over you for when you just AREN'T yourself.

And... yeah... it's just "D". Actually stands for Dante too-many-names-for-me-to-remember Hellsing. Long story short, he had a bit of a fight with his dad and got disowned... and dropped the name.