Consider Disney's Pinocchio . Here's a character who makes the wrong choice so many times you want to wring his neck. But it fascinates you. Pinocchio's choices are so bad for so long that he nearly loses everything important to him. In the end he chooses well, and he is redeemed.
Some stories revolve around a noble choice.
Huck Finn's choice to run away with Jim is hard to fault. But he makes enough poor choices thereafter to keep the story going. Characters who choose well all the time are boring and self-righteous. They're okay if you need someone to found a religion on, but they make for dull stories unless you surround them with characters who choose badly for comparison. Look at the Bible.