Rob Barba has a post in which he talks about not being apologetic for the excesses of one's characters. I think this goes almost entirely without saying: you are not your characters, and so just because you create people a certain way doesn't mean you are advocating the kind of people they are, etc.
That said, I think how you construct a story can say a great deal, whether or not you realize it, about your attitudes towards those characters. Most people are not horrid bigots or sexist turds (well, I sure hope they aren't), and few writers see it as their mission to encode such stuff into the stories they tell. But being slovenly or thoughtless about how a story is put together can have implications above and beyond what you consciously intend. If a guy in your story is a jerk, but you tacitly approve of him being a jerk -- for instance, by having him be a jerk to the people who conveniently "need it" most -- that can come off feeling like you side with him even when he's clearly not supposed to be someone to emulate.
Some of the stories I've struggled with the most seemed to have one variety or another of this problem, where the author believes he's saying one thing and the story he's created ends up saying another. Here's a subjective example: When people told me how rich and complex Game of Thrones was, none of that squared with my experience of actually reading the thing. The only thing I came away with after having read the first book was that George R. R. Martin wasn't interested in giving us any particular person through which such richness and complexity could be appreciated in a compelling way. He was treating his characters with the same soulless, chessmasterly contempt with which they treated each other, and after one volume of such nihilism I decided I needed to do something else with my spare time.
Now, plenty of folks whom I respect have good things to say about it on the order of the good things I've said about, say, Berserk. That tells me that such reactions are themselves quite subjective, in big part because not everyone who reads, reads to dig as deep as they can into something. A person looking for a good romp isn't likely to wonder if the person they're being offered really is a hero, or is only made out to be one because of an author's song-and-tapdance routine (and not because of what the guy actually does). But for a writer, I think cultivating that kind of attention is crucial. I don't think that means any writer worth their salt, pepper, and garlic should reject Thrones, only that they shouldn't automatically accept as "entertaining" anything proffered as "entertainment". The last thing you want to do is learn the wrong lessons, or set a bad example for yourself.
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