I love Bayek, he is a kind and good man. Besides, the death of his son right in front of him
broke my heart. And I love Egyptian Mythology.
I too like Casandra and Eivor because they are fearless, cool and powerful women (I know Eivor can also be a man, but I play as a woman). And I also like Greek, Roman and Nordic Mythology.
I don't think I have a favorite videogame character of all time (the same way I don't have a piece of favorite music, because I am constantly evolving, changing, mood swings and getting to know more games). But let's just say Geralt of Rivia for now.