This is such a hard question for me to answer simply because I've played so many damn games over the course of my life and many of them are strong influences on my life.
But most of all, I think I'd want to be friends with Yuna from Final Fantasy X. I couldn't ask for a better introduction to the Final Fantasy franchise than this game, to be honest. It's a beautiful title and Yuna's my favorite game protagonist (there's a reason I have two Yuna tags on my tumblr dedicated to this girl. I've always admired her quiet strength and courage and great capacity to help people that she has throughout X and that carries on through X-2 even though Spira's greatly changed after the Eternal Calm. I can only hope to be as brave and compassionate as she is.
Honorable mentions go to Zack Fair from the FFVII Compilation, Aqua from the Kingdom Hearts series, and Firion from FFII. :>