I like characters that have strong goals and opinions. Like @EvilChani said, having a character drive the plot is a great way to hook me in.
In book and movies this can be a little easier to do, since authors have complete control over the narrative. A bit of a niche example but Hester Shaw from the Mortal Engines story is one of my favorite examples of all time, since she wants things, and that want drives the plot. Also love Boromir, since he wants to save Gondor, and that want drives the action.
This can be a bit harder to accomplish in interactive fiction and games since the player or reader has agency too. But when it is done well it can be fantastic. What comes to mind is how in Choice of Rebels your rebels can kill Breden, even if you are married to them. They have a want, which arises from the story, but also drives it, and can openly contradict with what the PC wants in that situation. Fantastic!