This is a hard decision to make...
The PAL N64 game Zelda - Ocarina of Time is my second favourite game ever. But the PAL SNES game Super Mario World is just about my favourite game of all time. Link in Zelda (and the sequels I like) is a warrior who adventures in stories which relate to some realism in that no ending is 100% happy. But I've been playing Super Mario World since the day I could hold a controller (which was the PAL SNES controller).
So I'd have to say that Mario is just about my favourite character, from the old school Super Mario World PAL game.
Thank you sir, you have helped me understand myself.