Because you like Max Payne in Max Payne
Ellie is more world-weary than most 14-year-olds. You would be too if your world was infested with zombies. See them in The Last of Us.
Jorah Mormont is loyal to his queen. And he's quite in love with her as well. See them in Game of Thrones.
Working as a captain in the American Expeditionary Forces and a spy for British Intelligence, Steve Trevor wants to end World War I once and for all. See them in DC Extended Universe.
A debonair spy, Harry Hart is the epitome of a gentleman, even when he calmly takes down multiple men with a militarized umbrella. See them in Kingsman: The Secret Service.
It's time somebody has to take over. It might as well be Fish Mooney. See them in Gotham.
Donkey Kong is a strong, banana-loving, and caring uncle to Diddy Kong. See them in Donkey Kong.
Raphael is a short-fused hothead who loves a good fight and some tasty pizza. See them in Teenage Mutant Ninja Turtles.
Khan Noonien Singh is super strong, super smart, and out for revenge. He always seems to be two steps ahead of his enemies. See them in Star Trek Into Darkness.
Always headed towards adventure, Goku is frequently with a band of loyal companions at his side. See them in Dragon Ball.
V is a violent anarchist with literally nothing left to lose. But, he might have a point. See them in V for Vendetta.
Jyn Erso is a rebellious criminal tasked with stealing the blueprint to the Death Star to find its fatal flaw before it destroys the planet. See them in Rogue One.