It depends what kind of character you're going for.
Let's start with a basic archetype: The anti-hero. Generally, fans EAT UP the anti-hero. The hard, chiseled, take-no-prisoners, don't-play-by-the-rules "good guy" who occasionally tosses out a snide quip is always popular. You've really got to screw this character up to make fans not inherently dig him. See: Wolverine, though these characters often shine as sidekicks, secondary characters, or in other non-core-protagonist roles. That's where they get fans and get the high demand to become their own stars in subsequent works.
For main characters, it always helps to ground your protagonist. No matter how powerful or infallible or seemingly unrelatable, if you show your protagonist struggling with every day problems (poor grades, lack of friends, family in trouble financially, struggling to find employment, unable to attract a crush's attention), the reader will instantly identify with them and want to see them succeed. See: Spider-Man; great powers, but ground by his dedication to responsibility and his real-life struggles at home, in school, and with work.
Another good way to succeed is humor. Readers/fans love funny characters. Humor can be tough, though, because a lot of time, the "funny" character can come off as obnoxious, goofy, and abrasive. The humor needs to be mature (which doesn't mean you can't use immature or silly humor, but it needs to be handled well and realistically), and it needs to be carefully crafted and not just thrown out haphazardly (random, off-the-wall silliness can be AMAZING when well-handled, but it is easy to do wrong and just make annoying and pointless).
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