I must admit that both in reading and real life - I try to save making a judgment about a person until I get a chance to see what kind of person they are. Often when I am reading I withhold my contempt for the antagonist until I am shown why I should hate them. The same hold true with heroes.
For example, in The Black Cauldron there is a character that is set up to be a semi-antagonist to the hero. Even though the characters entrance shows him to be rude and arrogant - I gave him the benefit of the doubt. It was not until his true character is revealed (he abandons his comrades in their time of need - twice) - that I finally decide he is worth of my contempt.
On the other hand - Taran the hero of The Black Cauldron does not fully when my loyalty and admiration until he shows just how brave and self sacrificing he is.
Simply listing characteristics of a character does not create an emotional connection. The reader must see the actions of the character whether good or bad in order to form an opinion about them.
Another way I come to be attached to a character is through other characters reactions. Going back to The Black Cauldron - part of the reason I love Taran so much is because his friends love and admire him. Their loyalty and friendship to him helps me form the same attachment. It most often helps if I have already made an emotional connection with one of these other characters. In The Black Cauldron Gurgi could easily be my favorite character - and so I tend to feel the same towards other characters as he does. Especially when they are first introduced.
Anne Shirley in Anne of Green Gables speaks of kindred spirits - two people who are almost instantly connected through some shared experience or goal. It is easiest for me to connect with a character if I can identify with something they have experienced.
In The Black Cauldron I identify with Taran because I to have experienced the struggle of trying to find where I belong. On the same token, I can form a negative connection with a character if I see them doing something hurtful that has been done for me. Like when characters belittle Taran, tease him or make fun of him. Because I have been on the receiving end of such things I instantly feel negative emotions to characters who dish it out.
In short, emotional connections make the story have more depth for the reader. These connections start with the writer having a connection with the character then building the bridge and inviting the reader to cross it. Showing the reader how a character behaves, how others feel about them, and what they have experienced in life - will help the reader cross that bridge.