Yep, I do.
Some blame it on my Aspergers, some blame it on the fact that I'm a woman, and they all have one thing in common...they're morons.
All of my characters have a lot of thought put into them, from the class/race/gender combo to the looks and then the name. I can often make up little stories in my head for each character and NONE of my characters has a name like "Lolpala" or "Stabya". They all have names that I spent ages coming up with, or that were inspired by a story I love. Maleficënt (female human warlock), Facilier (Male undead mage) and Throín (male dwarf warrior) being the most glaring examples. Once they're at an appropriate level, I spend time for each character to obtain transmog sets that fit my "image" of the class/gender combo. Got an almost equal amount of Horde and Alliance characters.
My main is my number 1 though and that makes it difficult to switch mains for an expansion depending on how Blizztard changes classes and specs into unrecognizable shells of themselves. I have however promised myself that IF I am stuck with either BM or MM next expansion on my main, I will raid with my shaman instead. How difficult can it be to just make ALL specs of a pure dps class equally good?? Why have 3 specs if only 1 or 2 are viable at any given time?? Morons...
But I digress. Yes, I get emotionally attached to my characters...in WoW. Played GW2, ArcheAge and tried FF and the lack of attachment I felt with the characters and the world = a main reason for me to quit...well, in ArcheAge it was mostly the forced PVP with the own faction being able to fuck you over that drove me away. Loved the mount, farming and glider system.