Since my literature reading experience is limited, never have I been introduced to a character that I felt so many different emotions for. This man can be foolish, extremely reckless, outright insane, delusional, mean, and prone to rage. While at the same time, the reader can't help but admit that Quixote is also intelligent, honorable, respectful, diligent, romantic, and a dreamer. This combination of characteristics creates a figure who is very obviously flawed in so many ways but at the same time, he manages to be someone you are rooting for and grudgingly like.
Perhaps I am looking too deeply into the book but Quixote's highly specific lapses in reasoning reminds me of real people. Most of us have most likely met people who seem to be highly intelligent, mature, and all-around decent human beings but they perhaps have one area in their lives where reason and logic seems to fly out the window. We can be clear-eyed and level-headed in some contexts and irrational, emotional, or immature in others. This is an unfortunate part of being human. At the same time, individuals carrying out "irrational" endeavors (who often ignore the advice of their family, colleagues, friends, and societal expectations and norms at large) accept immense uncertainty and risk for the sake of pursuing their passions and dreams. It's true that many who walk down such a path will most likely fail but this doesn't mean that their drive and commitment is not admirable and respectable.
Quixote can be seen as a tragic character who is extremely delusional (perhaps even mentally ill) when it comes to matters dealing with knights and chivalry. However, the reader can't deny his immense devotion for leading the life of a knight (or desperately trying to anyways). It's evident that he's exceptionally well-read in matters pertaining to knighthood and can cite even the most specific of verses from the chivalry literature. Although many would consider his passion and devotion misplaced, the reader can't help but admire Quixote's ability to believe in something at such a deep and intense level.
Ultimately, one person's notion of an irrational and irrelevant pursuit can be a source of meaning and passion for someone else. Perhaps many of us could lead more meaningful lives if we found our own unique version of the path of knighthood.