I almost never participate in these kinds of threads. But what the heck. It has to be Nami from One Piece. It was the first anime series that I really got into, before that I didn't really care about anime all that much.
I just found her to be really intriguing from the start. And then of course the Arlong Park arc just made her that much more interesting and full of depth.
Plus, I was still a lonely teenage boy when I started watching OP so it was inevitable that I'd find her cute XD