I just loved Hurricane Fluttershy, for many, many reasons.
Fluttershy has always been my most liked of them all. I have to say, though, that I really love all characters. Actually I like them enough so that even just saying Fluttershy is my favourite doesn't feel right. Because I like the others so much, that I could say they are all my favourite.
But I guess I identify myself a bit more with Fluttershy than I do with the others. But I just love it when she goes with stuff like that:
I mean, seriously! xD
EDIT: It's really funny, though, because I really identify myself with all of them. Like, seriously.
Twilight, because... [Rainbow-Dash]I'm an egghead!![/Rainbow-Dash]
Rarity, because things have to be done the right way! And always in an organised way, never messy!
Applejack, because I always try to help others (even if sometimes it's inconvenient for me)
Rainbow Dash, because I'm so, so, SO competitive.
Fluttershy, because I try to be assertive but no really. It doesn't work. And because... "I am weak and helpless!"
Pinkie Pie because... oh forget it. I just love Pinkie.