Good question. I don't think that I have a favourite character.
However, I do really like:
Joseph (Jaakob's youngest but one son) from "Joseph und seine Brüder" (Joseph and His Brothers) by Thomas Mann. He talks so sweet and poetic, he is a little bit narcisstic but not arrogant, and he charms
all people.
It's such a pain to read the passages when Jaakob is mourning for his son who he thinks is dead.
Then, of course, I like Don Quijote (I guess, everybody knows him). I always feel sympathy for him because of his little tragedies, but still he's funny.
Then, Perrudja (also title of the novel) by Hans Henny Jahnn. I can't really describe him... Shame on me!