Yes, I have to 'connect' with the characters in some way, which, to me, just means I have some interest in them. I don't have to like them, but I have to have some smidgen of interest in them to continue on.
I read the 'Foreigner' series during the summer, and while it got a bit repetative, and the MC a bit too introspective for me, I liked them all enough to root for them and get through all 21 books and look forward to more.
And now I'm working my way through the latter part of the 'Federation' series. I liked the robot books, and the Hari Seldon books, but the latter books which jump 100's of years after his death and introduce new characters after each jump... Not so much.
I care about certain characters, but not the universe as a whole. (Other than, I'll finish it just to finish it. I don't really care if they reach their Second Empire or not.)
I guess I'm the same way about Star Wars. Certain characters interested me, but the universe as a whole did not. So, if I can't get interested in the characters, no point to going on with a story.
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