Definitely Dorothy. She's a normal girl from Kansas who gets thrown into this crazy magical world. She's brave and determined to get home. Also, the Wicked Witch is interesting. She's the antagonist, with her green skin and flying monkeys. She's so mean and powerful, which makes her a great villain in the story. And the Wizard himself, with all his secrets and illusions, is quite fascinating.
I think the Tin Man is one of the most interesting characters. He's made of tin but longs for a heart. His backstory about how he became a tin man is quite sad. And his friendship with Dorothy and the others is really heartwarming. Also, Glinda, the Good Witch, is interesting. She's beautiful and kind, and she helps Dorothy on her journey, but she also has her own power and mystery.