There are a few characters I identify with, and Adric was one of them (companion to the Fourth and Fifth Doctors). He had a sense of adventure and wonder during each episode. The Doctor knows too much for me to identify with him, but Adric's innocence made it easy for me to identify.
This is a wonderful topic as it is hard to find a character one really identifies with. Most of the heroes are too smart or brave than us normal people, so we have to find the other characters that are so well played but under appreciated.