I'm gonna have to agree with Klippy on this one.. That being said, I haven't really given much any thought to this before.
So.. I.. dang. xD; Um..
Eh, honestly I can relate a lot to Axel.. thus why he's currently in my theme on both of my accounts, and.. yeah. I thought the same thing when I first played through KH2, even though he's not necessarily my favorite character.
I can't really think of any other game character off of the top of my head, that I've really felt the same with though. Weird, considering that I play a lot of games. >__> I related some to pretty much everyone in Persona 4, but no one character more than the others. So. Bleh.