My name has both my favorite Fire Emblem lords: Marth and Claude. For both of them, I love their idealism and the way they're willing to fight for what's right. I also love their approach to war. They're not like Edelgard, who always planned to use war to conquer the continent and force her ideals on people. But they're also not like Celica, who is constantly talking about how peaceful solutions are always better and always tries to find ways out of fighting. Both Marth and Claude would rather not fight in a war, but they both understand that it can be necessary, and in their respective situations, it is. But even then, they try to keep battles and casualties limited, and keep civilians out of it entirely.
Claude is a very unique lord. He's a fairly unique character overall. I love the air of secrets and mystery around him, and his passion for rooting out the core of all the corruption on Fodlan. His vision for a world without prejudice is of course something everyone would like to see, and the game actually manages to handle it in a way that isn't super preachy, which is nice. And he's very funny, and just a nice, likable guy. His support conversations are always some of my favorites to watch. If playing with a female Byleth, S-supporting with Claude is the only option. And their relationship and ending together are fantastic.
(Warning: Marth Appreciation Novel incoming) (Also small spoiler warning for New Mystery of the Emblem, very small though)
Marth, of course, is the original lord, that all the other lords are based off of. His morals and ideals set the tone for the morals and ideals of the entire Fire Emblem franchise. I also love his personal story, too. Rather than just the average "my dad died and now I'm sad and want revenge" that most lords get, Marth watches his whole world crumble around him. First he finds out his father and more than half of the Altean army has been killed. Then he has to flee his kingdom and abandon his people, and he doesn't get any say in the matter. Then he loses his sister, and can't go back to get her. He doesn't even know where his mother is, or if she's alive. He has to sacrifice one of his own personal guards so that he can escape, and as he leaves he watches his castle fall and his people are then forced into slavery. In my opinion, that's a much more compelling backstory and motivation than most other lords get. And I love that vengeance is never his goal, either. Vengeance stories really bore me (sorry Ike, I like you as a character, though). What Marth is fighting for is the good of all people, it's truly a good vs evil story, which are a lost art nowadays. His love story with Caeda is my favorite one in the series. One of my absolute favorite things about Marth, though, is how his sister describes him. She calls him "a weak, vulnerable child," and "an idealistic child who firmly clings on to his beliefs." He does, in fact, hold on to his beliefs so tightly that he allows himself to be betrayed by one of his closest allies. Elice goes on to say that Marth truly believes he can save the life of every single one of his subjects, even those who die of natural causes. "In war, losing just one companion is unbearable for him...He suppresses his feelings with all his willpower, but I know that inside, his heart breaks and bleeds..." I know every lord has the "I don't want to lose a single ally" thing, but none of them truly believe it like Marth does. It's very intriguing to me that he could shut himself out of reality that way, and yet still remain grounded enough to be a general in a war. Even that doesn't come easily to him, though. He's constantly asking the advice of his close friends and allies, and after making a decision, he continues to ask all of them if they think he made the right decision. He's very much a perfectionist in that way, which I personally relate to. And he's also just a sweet and awkward little boi, which I love.
I could go on even more about Marth, but I'm embarrassed enough as it is. I think it's clear to see which of my two favorite lords takes the cake in my book, lol. Sorry for the monstrous paragraph, but Marth is my favorite character in the whole series and I just love him so so much. I hope you play more Fire Emblem games in the future - it's a really great series!