Writing fiction is all about plucking at people's emotional strings, whether you're aiming for tender feelings, indignation, laughter, fear, or any number of the bajillions of things that encompass the spectrum of emotions.
How do you get people to feel what you want them to feel? I've gotten steaming mad at a character's stupidity or self-centeredness. I've also laughed along with a protagonist who happens to be a serial killer. [Only semi-related side note: if you've never read anything by Tim Dorsey, you're missing out on an absolutely entertaining killer named Serge and his sidekick, Coleman, as they enjoy everything Florida has to offer. "Quirky" is not quite the word for it. I came across the "why dead people show up in later books" section of Dorsey's site, and couldn't believe how many more books he's released since I last picked one of his off the library shelves. And now, back to our regularly scheduled program . . .]
The classic "show, don't tell" is one way of getting those emotions across. Think about it: if you're telling someone about a traumatic event that happened to you, they're going to respond in a completely different way depending on whether you're listing "this happened, and then this happened," or whether you're trembling and fighting back tears as you struggle to choke out the words. Why would writing a scene be any different? Show how a character is physically dealing with things, and you're on your way.
With a sympathetic character, you can create a sort of bond between the character and the reader, so there's a bit of investment there. This can be brought about in a funny way, like how you just can't help but root for Tuck Watley (Tuck Watley: Freedom Fighter Fighter by Brandon Meyers and Bryan Pedas) because he's just so . . . well, he's indescribable, but trust me, you're rooting for him for the sheer entertainment value. Or you can root for the underdog who's been screwed over way too many times, because everyone's been treated or judged unfairly at least once in their life. Or maybe you can even root for Nick or Kevin from S.K. Anthony's series, The Luminaries, because they're incredibly sexy, yet intelligent good guys who are also some of the baddest guys around. Whatever tugs at you will pull you in if it's done well.
You could also create a character who is NOT sympathetic, and make the reader hate him. The emotion is still a strong one, and they'll not forget him easily. However, take care to not make him unlikable in every way—I edited a book once where a character was such an absolute jerk that I couldn't stand him . . . and he was supposed to be one of the protagonists. I ended up telling the author that I didn't even care what happened to him and would not want to keep reading if I had bought the book. Fun fact: turns out this particular author (who I knew was actually a skilled writer) had cowritten that particular book and was not happy with the other person's contributions (that awful character being one of them). All that was needed was a neutral voice (mine) to allow the author the necessary backup to break ties with the other writer and redo the book completely.
Letting your emotions into the writing can be an odd thing. If your character is insane, I'd imagine it's a tough call for exactly how crazy to write him. Will people think he's over-the-top freaky? Will they think you're like that in real life, and that's how you write crazy so well? Will they think you're wimpy if you're a guy who writes a really tender scene? Do writers even care if anyone thinks they're writing from experience? I need to know these things.
Have you ever written anything really strange and wondered what someone would think of YOU after reading it, even though it was fiction?