As an addendum to the above comment (and the Good Omens part in particular) -- now that I'm thinking about a variety of characters who've had me at "hello", or at least within a few chapters of "hello", I think one of the big things that sells me on a character is a certain element of incongruity for their place, time, or social standing. They're kind when they should be cruel, or dressed down when everyone else is dressed up; they laugh where anyone else would have cried, or they're hurt and angered at something that makes everyone around them laugh. They're just a little bit unexpected. You think you know how the story is going to go and then it veers that tiny bit off its tracks.