Wow. This is going to be a fun one!
I read way too many books, so I don't think I'll be able to pick just one character, but I'll try to keep it in check!
Anne Shirley (Anne of Green Gables) - Her tenacity and fierce loyalty are qualities I value and hope that I too, posses. Plus, I would have loved to live in the time in which Anne lived... life was so much simpler then!
Francie Nolan (Tree Grows in Brooklyn) - I love Francie's innocence, and her outlook on life, despite the challenges she faced. She didn't live in an easy world, but she managed to make the best of things, and I try to do the same (not always successfully!)
Punky Brewster - I know she isn't a book character, but she was my hero growing up. I wanted a bedroom like hers soooo badly! While I tended to match my outfits slightly (only very slightly) better than she did, her spunk, her colorful personality, her zest? I have been compared to her before, and I take it as a compliment!
I could go on for pages and pages here, but I think these would be my top three character connections. Though this might have to become the first of a multi-prompt series!