For me, it started with Dorothy skipping down the Yellow Brick Road, winning her trip home with pluck, a pure heart, and a little help from her friends. Unlike characters I would encounter later, she never complained because the wonderland in which she found herself didn't follow the rules of her old world. She accepted the magical strangeness on its own terms - even if she preferred sepia-toned Kansas. And although she was sometimes frightened to tears, she never gave up.
She may have been carried away by a tornado, but Dorothy is a very down-to-earth heroine. She knows what is right: kindness, fairness, loyalty, generosity, truthfulness, and that's the way she acts. She doesn't hesitate to tell a wicked person that they're behaving badly, but if that person later expresses repentance she's always willing to forgive.
Because of her kind heart, generosity toward others and her courage, Dorothy is made a Princess of Oz and is given apartments in the palace - but she continues to insist on returning home to Kansas after each adventure because of her love for Uncle Henry and Aunt Em. Only when the bank forecloses on the farm does she come to Oz to stay, bringing her uncle and aunt with her. No one grows old in Oz, so she remains forever a young girl who is always ready for adventure - especially if there is someone who needs help.