Hope you don't mind the story.
My first was Mario since my first game was a Mario game (can't remember which one, pretty sure it was 3) and I found him interesting even when I was a little kid. The idea of jumping on baddies, collecting coins and getting power-ups is a really fun concept that can't fail, and I found it inspiring.
However, one day I bought another SNES game for really cheap called Super Metroid. I didn't expect any thing from it, and either way my mind would be blown. The beginning of this game is still the greatest of all intro's I've seen, and this is when I saw video games as an art form that had the most potential.
Samus (the old Samus) is still my favourite video game hero till this day and that will probably never change. First thinking Samus was called Metroid and a man, I slowly learnt there was so much mystery surrounding her and I really liked that. I loved how this game didn't go into any detail about where she came from and other cliche' crap. I can understand why fans would love to see the personal life of characters, but I don't believe it just works with everyone, nor does it need to happen. It was just focusing on what's going on right now and dealing with all the shit that's comes her way, like a true master. I really loved learning what her power suit was capable of, there was never any thing like it and it just kept growing. She was every thing: tough as hell, very agile, armed to the teeth, and she has hidden powers, couldn't be any more reliable. I reckon Samus is Nintendo's answer to over-powered characters on other platforms. She's a lone wolf that was interesting in her own way, a mysterious warrior clearing planets of the worst scum.
Metroid Prime is an amazing sequel I didn't expect. If there was any great way to unravel her story while still keeping the mystery, the first Prime accomplished this perfectly with the scanning. With amazing games like Super Metroid and Metroid Prime, I started to see Samus as a main source for great quality. It didn't last unfortunately, but those two games are easily some of the greatest games ever made, if not the best.