This will surprise everyone but:
Beyond the obvious reason being that she's very beautiful, (I'm a sucker for blonde hair and blue eyes), she grabs me as a character in ways that no other Nintendo girl does.
For one, she's the closest thing to God in the Mario universe. She's one of the only, if not THE only, characters in the Mario franchise to have any sort of character development (I don't play the RPGs, so I'm just going off the platformers AKA the MAIN series) and it's a backstory that immediately makes you on her side. (That Storybook with her and the Lumas brought me to tears. After that, I wanted to do everything in my power to help her.) She caries herself well as a mother figure to the Lumas, (an admirable trait since there's SO many of them).
She's captivating and breathtaking in both her looks and personality.
Honestly, I have never encountered a character like her before, and have not encountered one like her since. She's the standard for me!