I have several favorite characters. My list got longer and longer over time as I remember and realize :3
The explanation why will either be their character, role, or just because.
OoT - Saria
OoT - Navi
MM - Cremia
MM - Tael
WW - Tetra!
WW - Mila
WW - Medli
FS+ - Blue... I have to admit he's kind of... Um, hot. Okay, that isn't all, he's got awesome character and his reactions are hilarious sometimes. He's fun to draw, too :3
MC - Vaati. Ah... I remember when he was my number one favorite, years ago, and he was all I ever drew.
TP - MIDNA!! She is pure beast!! Everything about her is just awesomeness!
PH - Linebeck... Funny XD
ST - Zelda
SS - Definitely Zelda in that game. She is actually INCREDIBLY important and isn't just that princess with the Triforce of Wisdom or something who got captured by Ganondorf... Again. Tetra for a similar reason.