Personally, my favorite MM character is Cremia. Honestly, she is like the only character in the game who had shown Link any kind of direct love. I love her history with the ranch, her father, etc. It's all amazing.
I have to say that my favorite character from Majora's Mask would have to be the Postman, only because he has such determination and dedication to his work. How many other people would stop caring about how they'll die from that creepy moon in a couple of hours, and just drop everything to make sure that Madame Aroma gets her letter?
Kaepora Gaebora or whatever he's called on this game. I'm not even joking I love how annoying he is, I can't help but feel he knows it as well XD.
I find it funny how much hate this bird gets despite all he's trying to do is help you ^^ I also love his character design. I want to see his return in a future Zelda game, get to know more about him. Maybe he could have his own spinoff
Ok i'm going to stop now before you all think I've totally lost it.