I'm not sure if I really have a favorite character, but there are a lot of them that I appreciate.
First and foremost, there's Breezepelt. I think that he's one of the most well-written characters in the series, as well as one of the most interesting. His struggles between determining right and wrong could really be connected back to his neglective father and resultant poor upbringing, and the choices that he makes in his life are because of this. This narrative was really a better version of what the writers seemed to be trying to do with Bramblestar and his own struggle between right and wrong, although Breezepelt's narrative makes him more of a realistic character. Breezepelt is definitely not perfect by any means and he has made a lot of poor choices in his life, but he has been able to continue despite this. I really appreciate his character and I care a lot about him.
Another cat that I care about a great deal is Tallstar. Reading his Super Edition made me develop feelings towards him and his narrative. He was facing challenges in his life even as a young kit, with his parents already having expectations for him that he couldn't fulfill. His struggle to overcome his feelings of guilt at not being able to be what they were hoping for, as well as reconciling with his father's death and learning to forgive, were really valuable parts of his character. And even through his inner turmoil and all that he had to overcome, Tallstar still rose to become one of the best leaders that WindClan could hope for. I definitely care about him and enjoyed his character.
Those are the two main characters that I can think of, so that's all for now.