My Absolute Favorite:

Vaati! Look at him. The funny little sorcerer man. WIsh he had the same personality in FSA that he did in MC, though.
I want to see the return of the diabolical and cunning Wind Sorcerer, not the old man who forgot why he was even kidnapping the princess in the first place (the Light Force).
Other Favorites:
1. WW Link. Favorite incarnation of Link due to my Wind Waker bias. He's a silly little lad. My son boy!
2. BotW Link. Has the most personality out of all the Links when you factor in the dialog choices with NPCs. He's objectively a nice and funny guy, in spite of-- or perhaps because of-- the enormous weight on his shoulders.
3. Midna. She's the least annoying of the sidekicks, and she's got an actual personality, which helps. Her true form is also really fun to play as in HW.
4. Tetra/WW Zelda. Favorite incarnation of Zelda due to my Wind Waker bias. It helps that she actually helps you several times over the course of the game. Thank you for the bombs, Miss Tetra!
5. ST Zelda. We really get to know her well over the entire game. Her and ST Link's interactions are adorable.
6. Hilda. A character with a tragic backstory and good motivations. The ending of ALBW always makes me cry, unironically, because of this.
7. Master Kohga. I didn't like him much in BotW, but HW:AoC really helped flesh out his personality.
8. WW Link's Grandma. Never before have I been so attached to a video game grandma.
9. Mila's Father. He's got a nice little character arc. I really appreciate how much he cares about his daughter.
Least Favorites:
1. Fi, in terms of functionality at least. Story-wise, she's fine.
2. Navi. No,
you listen! There is no need for you to be this annoying.
3. Ezlo. Please. Please stop laughing in my ear.
4. Kaepora Gaebora.
We all know why.
My Absolute Least Favorite:
Tingle.
Give me my rupees back.