What makes characters special?

[Peter]

Here is an example of a personal experience I had when reading The eye of the World, Book 1 in Robert Jordan's series 'The Wheel of Time'.

The very first few pages of the book introduced the main character in a way which was so effective it propelled me to go on and read the next dozen books in the series over a period of two decades.

What struck me about the character Lewis Therin, later Rand Al'thor, was that he was introduced not in a calm pleasant moment, but right at the moment of extreme torment in his life. The torment was at least part caused by his own actions. Right from the start the character made a fundamental mistake that caused irreparable damage to not only his own life but to the lives of others as well. Such a terrible mistake he has made that his mind is half broken with the impact of it and he is propelled into more destruction and chaos because his own actions.

This book did so much introduce the main character as drag the reader kicking and screaming into a fiery pit with them within the first few paragraphs.