I don't know about favorite, but the character in Sen who surprised me the most was probably Ash. When he was first introduced, I thought he was going to be really annoying and lazily written, but he actually ended up being a well-rounded character who plays off the rest of the cast well and has a lot of fun lines.

Aurelia was another character who surprised me, since I didn't remember her at all from Sen II, but she ended up being cool as hell in Sen III. In general, Sen III does wonders for even existing characters (other than old class VII, who are unsalvageable) and, despite all of the many problems with its script that have been memed into oblivion by now, actually lived up to the standards of characterization established by previous games in the series, imo.

I was even surprised by Rean himself in Sen III! In the first two games, he was just kind of a generic LN protagonist dude, but in Sen III/IV, he's a knowledgeable, level-headed adult who takes his job as a teacher seriously. He's still a chuuni edgelord, but I felt like they actually did a pretty decent job of depicting him as a guiding figure for his students and establishing a firm bond between him and the new class VII. Like, people complain about Juna being infatuated with him, but... he literally saved her life and went on to become an important figure in her life on a personal level too. I really like teacher protagonists and teacher-student dynamics in general, so I'm a bit biased in this regard, but Juna has way more of a reason to care about Rean than any of the old class VII, and looking at relationships like this is a good way to understand how Sen III succeeded in ways that Sen I really dropped the ball with.

Sen IV has issues with characterization due to the first two chapters being so incredibly protracted and it reusing the format of Sen II - in particular, the student characters in Sen I/III honestly received enough development already and they aren't really given anything to do in the sequels - but one of the reasons why I'm not hating the experience is just because Sen III developed its cast so well and gave us a reason to care about them. So in that sense, I guess my answer to this question is "pretty much everyone who was primarily developed in Sen III," which really brings to light just how ultimately meaningless the vast majority of Sen I/II really was...

Also, Celine is pretty good in Sen IV, now that she's a loli catgirl wearing a revealing outfit, instead of just... a cat.