And the winner is...LINK!
Breath of the Wild, as a game, feels both like a totally new type of game and it also feels like it's heavily inspired by older Zelda games. The design of Link himself also feels that way. It's traditional in some ways, while putting a new look on the character (for example a blue tunic instead of the green one). That vibe for the character fits the vibe of the game, in general, perfectly. So Link was the first character I thought of.
If you are a looking for a narrative perspective...the only narratives I've liked from this generation are Undertale and Octopath Traveler. Both games have a lot of characters that I really like, but I think I'd have to choose Sans from Undertale. He has that good combo of seeming like an utterly useless, jokester character on the surface, but you find out later that he is extremely important to the plot. Great stuff!