Wasn't a fan of the Hero initially, mostly due to not liking his design, but he grew on me a lot as I played. He's in way over his head and doing his best.
Jade and Rab have a fantastic introduction and it's a shame their characters get bogged down by weird sex jokes later.
Rab has the best Act 1 -> 2 character interlude.
Why did they make Greatswords so insanely better than Sword+Shield?
My favorite character in the game is probably Hendrick, his segments with the Hero at the start of Act 2 are really good.