From Miss Mellifluous - thanks for asking, Mell!
1. Three characters you wish were real so you could meet them
Nancy Blackett. Probably Peggy, actually - Nancy was a bit fierce, whereas Peggy was cute. Oh yeah, I forgot. I grew up. Darn it.
Meg, from A Wrinkle in Time and A Swiftly Tilting Planet, by Madeleine L'Engle - who started as a lovely girl and grew into a lovely woman and mother. Those books enriched my life.
Hermione Grainger - who is probably basically an alter ego for J.K.Rowling, I guess - intelligent, but once she comes to terms with herself, far more human than most of the other characters in Harry Potter. Please don't kill her off, J.K.
Let's put another few in, as also-rans. Mycroft, from The Moon is a Harsh Mistress, by Robert Heinlein - though his approach to probability left something to be desired, IMO. Faramir. Lola (as in Charlie and Lola, not the other one).
2. Three characters you would like to be
John Walker, master of "The Swallow".
Aragorn, son of Arathorn, Isildur's heir. Though not if I had to marry Liv Tyler.
3. Three characters who scare you
IT, from A Wrinkle in Time. (I think that was IT's name).
The possessed horse thing from The Owl Service, by Alan Garner. I didn't finish the book, and can't remember what the horse was or did, but I'm still terrified of the memory of the bit where the horse looks round at the girl riding it, and its lips curl into a smile before it gallops off with her on its back and leaps into the quarry.
Um .... let's think. What was the name of the character in Nineteen Eighty Four who talked to Winston about a boot stamping on the face of humanity for ever? Him, anyway. Although I think Orwell was fundamentally wrong, and Aldous Huxley much closer to the truth.
Three more people to tag? Well, Jon, Bec and Alan, I guess.