To me, empathy for the characters is the single most important thing an author can construct. Reading is the purest form of virtual reality. We relish the idea of adopting a new psyche for a few hours. Maybe even falling a little bit in love. When we care about the characters, it's possible to slip inside their emotions and for a little while, make their experiences ours.
Readers identify on some level with the characters from the beginning.
That's why some people hate a book that the next person loves. Every one starts from their own marker. It's up to the author to allow the readers to form that relationship. If you have, it's because the author didn't make you care about the characters. If, as a writer, I can't establish a bond with the people I've created, I cannot expect the reader to care about them.