The dictionary defines empathy as "the ability to share and understand another person's feelings". For me, successful fiction in any medium depends on the viewer/reader/listener to be able to have empathy with the main character. That doesn't mean we have to agree with what that character does or believes, but we must understand why he does it.
Take Dexter, for example; he's a serial killer, yet somehow he's the hero of the series - it's about him, his motivations, his need to control what he calls his dark passenger - and while we can't condone his actions, we can at least understand why he does them. We empathise with him so much, that when he's being chased by the police we don't want him to be caught. It's a clever switch, cheering for 'villain' rather than 'hero' (shouldn't we always want the police to catch the killer?), one of the reasons the character, and therefore the series, works so well.
Villains need to be the same, too. All too often, evil megalomaniacs want to take over the world simply because it's there and they are, err... evil megalomaniacs. Examples of this can be seen in bad Fantasy novels, where a sinister unseen dark lord presides over death and destruction simply because that seems to be his job, or he was born to do it. Good Fantasy (I'm looking at you, George RR Martin) gives the villain motivation for the lust for power, a full background that help the reader understand the character's choice of actions. In some cases (I'm looking at you, George RR Martin) the reader can even feel sympathy for the character and maybe, just maybe, have their opinion of that character turned around.
E was going to be about Early, the time I've been getting out of bed to write this blog, but I can summarise this in just a sentence. It helps to write first thing in the morning, when the mind is less clouded by the events of the day, or wearied by a busy day at work. Once it's done, it's done. (ok, that was two sentences - does this make it three? - but I'm sure you get my meaning).