Why? Because Quote is my favorite character as well. The whole theme for this thread seems to not really be posting who your favorite character is, but rather naming a random character and just posting random crap. Well, I'm going to just go ahead and make one post to say who my favorite character is, because that's the only amount of posts in this thread you should need.
Quote is very unique. He is a machine taking the form of a human, but he is so well-built and well-programmed that to the point of convincing some people that he is one. Yet he possesses greater physicality than that of any human, and can endure far more damage, as well as easily recover from falling from heights that would easily kill a human. What I really like about Quote is that Pixel has allowed us to fill him with our own character. And since I can fill those "....."s with my own dialogue, I can make him the person I'd see as the perfect child.
I see Quote as a calm, wise, intelligent, yet caring and loving robot, with astounding courage when it is required, and more years of experience in the world than his build would lead you to believe. Generally liking a quiet environment, and having hatred for injustice which burns with the heat of a thousand suns. All this would be an anomaly to anyone, as they would never expect such maturity from a little boy who looks like he can't possibly be any older than eleven (more likely ten).
In my mind, Quote is the epitome of kindness, cleverness, and valor, which, all packaged into a pre-pubescent body, brings all the more joy to everyone else, since seeing such passion in young children generally brings joy to people.
That's why Quote is my favorite character in Cave Story.