Minsc from Baldur's Gate 1 for sure is one of my favorite characters. I still remember interacting with him for the first time back when it came out originally, and it was a hoot to see him in the middle of the city in the MMO Neverwinter when playing it with my kiddos.
welp, haven't played any of the games so sure would like to win them. Makes it kinda hard naming a favorite character, oh well, hope this counts as an entry. No man's sky looks very nice and it would be very cool to experience the first two BG games before the next one arrives.