My favorite characters of all time are Artoria Pendragon and Leon Scott Kennedy.
Some other comfort characters of mine include Toothless, Sakura Matou, Cú Chulainn, Jill Valentine, Caim, Angelus, YoRHa No.2 Type B, Kainé, Sunako Kirishiki, Guts, Casca, Judeau... I can't listen them all, I have way too many!
I also have kins; I mainly identify as Hiccup Horrendous Haddock III, in case that wasn't obvious already. I also identify as Natsuno Yuuki, Emiya Shirou, and Emil, but nowhere near as much as Hiccup. >