For me it's the legends and tales.
I don't like reading about characters on the Internet, I love mysterious characters and finding about them at my own pace.
That's the difference between games and tv. In a game I can explore the characters at my own will.
That allows for games to have simple characters that people can relate to strongly by their own actions.
Nico from GTA4 for example (not my cup of tea, but bear with me) is a simple but strong enough character to both have a strong personality and become hero or villain depending on the player's gameplay. That's what's excellent about games.
