Great drinking buddy because: For so many reasons, Tyrion is the ideal Game of Thrones drinking buddy. He is funny, unafraid to aim his sharp wit at anyone who crosses him. He is compassionate, and will listen to your problems; the guy loves broken things, so if you're having a hard time, he'll lend an ear. The man has lived a life and has many stories to tell. And, perhaps most importantly, he will get you laid.
Potential problems: It's not a question of why you would want to drink with Tyrion; it's a question of why the Hell he would want to drink with you.