Alonso is a random character in Grand Theft Auto: Chinatown Wars. Huang Lee meets Alonso at a bus stop in Beechwood City, Broker. He talks in pseudo-Middle English (although in reality his speech closely resembles Early Modern English, spoken during the English Renaissance) and appears to be insane or high. He eventually requests a ride to the bus depot. After arriving at the depot, he attacks a Bus, thinking it's a dragon. The reward for completing this mission is $10.
Alonso is most likely a reference to the character Don Quixote from the novel of the same name by Miguel de Cervantes. Quixote (real name Alonso Quixano) fancies himself a knight fashioned after those of medieval Europe and embarks on various misadventures, often leading to misfortune due to his delusional mindset (a famous example is his attacking a windmill which he perceived as a harmful giant, and being injured when he is struck by the blades.)