Because you like Ellen Ripley in Alien
Although Jareth seems like he's just a harmless romantic, his powers make him a formidable foe. See them in Labyrinth.
Wei Shen is an undercover cop on a mission for justice (or at least vengeance). See them in Sleeping Dogs.
James Gordon happens to be the one guy in Gotham City with proper morals who doesn't also run around in a cape. See them in DC Extended Universe.
Emma Frost's superpower: transforming her body into an unbreakable diamond. See them in X-Men Series.
Although she's only six, Hushpuppy is a tough girl ready to stand up to terrifying, pre-historic beasts after the storm. See them in Beasts of the Southern Wild.
Kind and friendly, Rinoa Heartilly is nonetheless an effective freedom fighter. See them in Final Fantasy Series.
Daxter is half otter, half weasel, all snark. See them in Jak and Daxter.
A lone wolf with a confrontational streak, Bigby wants to dedicate his life to doing good. See them in The Wolf Among Us.
There are men who embrace destiny and do not show their fear. These are the ones that change the world forever. See them in Dragon Age Series.
Jack Bauer is a terrorist fighter who is scared of nothing and no one. The clock is ticking! See them in 24.
Alex DeLarge likes his favorite milk-based, drug-laced cocktail. It helps him get in the mood for a night of "ultra violence." See them in A Clockwork Orange.
With those dearest to him dead and no one to trust, Max Rockatansky is a slightly hysterical man alone on the run in a post-apocalyptic world. See them in Mad Max: Fury Road.