Hm...no idea. Tough one.
If we're going fictional characters, maybe Lorkhan because 1) what an awesome name, 2) I literally touched his heart (with magical weapons, albeit, and yes, it kind of was destroyed, but shut up), and 3) without him, no Nirn, and without Nirn, no Morrowind or Oblivion or Skyrim (or Daggerfall or Redguard or Arena, etc). Or maybe one of the Daedra. Dunno which one. Maybe something Lovecraftian--probably Nyarlathotep, in that case, because Azathoth don't give a shit and Yog-Sothoth...scares me a bit. Nyarlathotep on the other hand regularly shows up and is like "yo. I'm a dude. I do shit." Azathoth is basically all "hrrrrrnnnnng derp derp derp" and Yog-Sothoth is like "no go fuck yourself".
If we're going with not-video-game/movie/book-based, that's a bit trickier. Dionysus is pretty boss. That's about it, I think, as far as I can see right now.