Because you like Wendy Darling in Peter Pan
Although Theon Greyjoy is treated well, he's still essentially a hostage. And that isn't so easy for him to forgive. See them in Game of Thrones.
After surviving consecutive fights-to-the-death (damn you, President Snow!), Katniss Everdeen is thrust to the front lines of a real war. See them in The Hunger Games .
Jason Bourne is suffering amnesia, but considering what he's done as a CIA assassin, maybe that's for the best. See them in The Bourne Identity.
Kat Stratford is part of the "out" crowd and proud of it. See them in 10 Things I Hate About You.
Where Ash comes from, food and shelter pay for themselves. Even as a penniless vagrant, he is able to pursue his dream of becoming a Pokémon Master See them in Pokemon.
Casey Gardner is an angsty teenage girl with quite a bit of sass that keeps getting her in trouble. See them in Atypical.
Carolos has perfect hair, a lab coat, and a constant readiness to do science. See them in Welcome to Night Vale.
Duck, girl, and legend: Ahiru's identities confuse even herself at times, and she often wonders which of them is truly her. See them in Princess Tutu.
A man of the court, Lord Varys knows how to manipulate it better than anyone. See them in Game of Thrones.
Dee Reynolds is selfish, narcissistic, and a target of extremely cruel ridicule. See them in It's Always Sunny in Philadelphia .