I don't have Mario Kart 8 Deluxe, but I do have regular old Mario Kart 8 on the Wii U, and I always play as Link. The way he laughs and makes happy sounds when he glides is just so cute. It's nice to see him just having fun instead of battling evil for the fate of the world.
Before the DLC added Link, though, I always played as Yoshi. Yoshi is usually my go-to character in Mario Kart and Mario Party and similar games. Though any time Paratroopa is an option, like in Double Dash and Mario Tennis, I'll go for that. I love Paratroopas.