I mean... do I even have to say what my favourite Final Fantasy game is? I'll give you a hint, I've played it 18 times so far...
As for my favourite character... I can't say I have a defacto number one character, but I can say one of my favourites is; Wakka.
Why Wakka, you ask? Well let's just say that his character progression and how he deals with his loss really resonates with me on a personal level.
It was your story I guess.