I like characters I can like and relate to. As @jamesbondsmith says, there are a lot of stories with abuse and violence just for violence sake. And a lot of protagonists who treat others badly without ever questioning their ways. Not only in fantasy and not only in books. Why should I watch or read a story if I really don't like the protagonist? Why should I care if this person overcomes all obstactles, when these obstacles would not be in the way if he/she would not be such a tosser?
Anyway, a very specific thing I love is exploration. In videogames in general but specificly in VR games. I love "walking" through someone elses house and looking into every nook and cranny. "The Invisible Hours" was absolutely perfect, but even in "Paranormal Activity VR" it was great fun for all the other flaws that game had. And yes, horror games in VR are just the best.