WARNING: SPOILERS AND SOME VIOLENT CONTENT BELOW
Reason 1: His Weapon
He's a total badass with a crossbow. In a world where you're constantly struggling not to get eaten by zombies using a weapon is a necessity. To protect themselves most of the characters tend to use guns- both handguns and shotguns. The problem with that? The sound draws the zombies to them. Daryl on the other hand tends to use his crossbow. The advantage of that? It's a lot quieter and most of the time you can retrieve the arrows when you're done with it which means you don't run out of ammo as quickly. He's good with it and looks totally badass while using it.
Reason 2: His Dedication To His Brother
Ah, what can be said about Merle Dixon? Merle is a bigot in every sense of the word. He calls people niggers to their face without so much as a care in the world, takes cocaine and decides that any woman who doesn't want to 'bump uglies' with him must be a lesbian. He, as Rick put it, doesn't work or play well with others. It got to the point where in order to protect the group as a whole he was handcuffed to the roof of a building- and was left there when they had to flee from a group of walkers. Despite knowing that no one else likes his brother, despite knowing who his brother is Daryl was determined to return to the city and get his brother back. And while his goal wasn't actually accomplished he sure tried his best- even going so far as being willing to go into Atlanta on his own to get his brother if necessary which is basically a suicide mission.
Reason 3: His Conviction
Sometimes when you're stuck in the zombie apocalypse you have to make choices that aren't always popular. After the entire camp was attacked and they lost some of their people they were burying their dead and burning the walkers. Daryl went around slamming a pickaxe into their skulls to make sure that they wouldn't return. During the course of all of that they discovered one of their own was bitten and thus infected with whatever causes people to come back as walkers. While they all discussed what to do Daryl took the stance that while the man was still alive he was dying anyway- and if he changed would kill them all. He decided that the best move would be to kill him before he could hurt them- and fully intended to put his pickax through the man's head had he not been stopped by Rick putting a gun to his head. Was that the choice that most people would have agreed with? Probably not. But rather than acting with compassion Daryl was thinking of protecting them all from imminent danger, acting to survive. Now, that's not to say he's completely heartless- later on the infected man asks to be left behind so he can die and be with his deceased family. Those closest to him say their goodbyes and before heading back to his truck Daryl exchanges a look with him. No words are said but the look says it all- it's a thanks for doing what was right, a wish of good-luck and saying goodbye without saying a word.
Reason 4: His Introduction
Daryl isn't brought into the show until the third episode of the season 'Tell It To The Frogs'. The rest of the group is alerted to a walker near camp when the two children that they live with start screaming. The group rushes over and finds the walker chowing down on a dead deer- and they proceed to beat him and end up cutting his head off. Enter Daryl, coming from out of the woods announcing that was his deer, that he had tracked it for miles and was going to bring it back to camp so that they could cook it up but now the walker had ruined it. He kicks the headless body, tells the oldest member of their group to go back to On Golden Pond and simply yanks he used arrows out of the dead deer. When the walker's eyes open he shoots the walker through the eye, yanks out the arrow and reminds them it has to be the brain- and belittles them implying they don't know anything. And he does all of this with a dozen or so squirrels draped over his shoulder on a string, meat brought back for the group. What should make him hard to like gives him character, makes him quite amusing and, of course, shows that in some ways he's very much like his brother while still helping the group when possible. And besides, it's hard to pull off being tough and gruff with dead squirrels danging around near your waist.
Reason 5: His Loyalty
Throughout the course of the season Daryl, on several occasions, implies that he doesn't like anyone from the group. He attacks members of the group, tells them all that the attack on the camp by the walkers was brought down on them because they left his brother behind in Atlanta when it was overrun and even tells Glenn flat-out that he doesn't like them very much. And yet his actions directly go against that. He goes out hunting for food for the whole camp and not just himself and his brother; he backs up Glenn when he's about to walk into a whole group of walkers and remains in Atlanta with the others to help get him back when he's abducted. When it seems like Merle is going back to camp for revenge he's right there to help protect the group from his brother's wrath and helps them kill the walkers attacking camp. At every turn he's protecting them even while he's critical of them which shows that he talks a big talk but deep down he holds a lot of loyalty for these people- and is willing to fight to protect them if he has to.
Bonus Reason: He's played by Norman Fucking Reedus
I have to admit that I'm a Norman Reedus fan and have seen most of the things he's been in over the years so him playing the part is a big bonus to me. This, however, doesn't mean I'll like his character. His character in Deuces Wild, for example, was completely unlikeable, was a pure villian and had no redeeming qualities. With that said though, having an actor I like play the part is a definite bonus in my book and makes Daryl all the more likable to me.