The whole cast of REmake 2 but if I have to pick, I'd go with Annette Birkin since we get to see more of her in the remake than we did in the original and she was a really interesting character.

Surprised I haven't seen her mentioned yet, but Madeline from Celeste is easily my favorite character that's new to this gen.

2B

Hmmmmmm. Pretty tough. I'll name a few I guess.
2B (Nier Automata)
Geralt of Rivia (Witcher)
Arthur Morgan (RDR2)
Senua (Hellblade)
Rex & Pyra (Xenoblade Chronicles 2)
Amanda Ripley (Alien Isolation)
Some obscure underrated characters I thought were interesting and ended up really enjoying their personalities, back stories, etc
Henry of Skallitz (Kingdom Come Deliverance)
Dr. Johnathan Reid (Vampyr)   
Sebastian Castellanos (Evil Within) 

Mythra!

Madeline from Celeste, because she is so relatable.
Any party member from Persona 5, except Morgana. Morgana is kind of annoying.

Hollow Knight Quirrel is the only one that comes to mind.

I have a lot and can't really say I like one over the other the most, since all have their strengths and weaknesses.

- Kratos, he has grown so much as a character and I love the direction they took with him and didn't keep him the same.
- Aloy (HZD)
- Spiderman/Peter Parker
- Arthur Morgan (RDR 2)
- Majima Goro (Yakuza 0)
- Nadine Ross (Uncharted 4 / Uncharted : The Lost Legacy)
- Billie Lurk (Dishonored 2 / Dishonored: Death of the Outsider)
- Edith Finch (What Remains of Edith Finch)
- Senua (Hellblade: Senua's Sacrifice)

Going to have to say Leroy Smith, from Tekken 7.  He's a respectable character, with a great fighting style, and has a serious mentality, which is appropriate for someone in a fighting game...  He's not over-the-top, in any way, or has some silly super power.  He practices wing chun, and is serious about it.

Tom Nook. He went from having, practically, indentured servitude with people being in almost inescapable debts and all for small upgrades to a guy that is offering an entire island, which you can customize, and he even let's you have friends/family live on the island with you. You can see the heart change his character has had over the years.