Relating to fictional characters can make us better people. An example given by this study's lead author, Geoff Kaufman, a post-doctoral researcher at Dartmouth College, is that if you connected with Atticus Finch from "To Kill a Mockingbird," you might focus more on ethical behavior.
Unfortunately, if you bond with a likable but seriously bad-for-everyone-else character, you may try to justify or excuse his/her crimes, wrongdoings, etc.
These researchers have also found that when readers vicariously experience a character's emotions, thoughts, beliefs, etc., this can lead to changes in their real lives. Unfortunately, this effect is believed to only come from written works and not movies.
To learn about the experiments used, head over to the original article here. I find it really interesting, so check it out! Anyway, sounds like a perfectly good reason to start a new reading adventure :) right?