Spyro will always hold a special place in my heart. I literally have loved every single game. Dawn of the Dragon is one of my favorites because I adore Cynder and the flight aspect. I also fondly remember A Hero's Tail and Attack of the Rhynocs in particular.
Probably Shantae since she isn’t a Nintendo exclusive character anymore. I love the witty dialogue of her games and how’s she self aware of her looks enough to be really uncomfortable when she is forced to dress in a Princess Leila bikini in Pirate’s Curse.