Many have endeavored to answer that question, some poetically, some methodically. My answer is a bit of both:
A human being has two parts: a moment, and a story. The moment is the single second in which you truly exist, that slice of time called now.
The story, a much greater part, is the sum of your memories. A record of moments past. It contains conflict, failures, and triumphs; friends, foes, twists, and turns. The story is where identity emerges, and meaning. Human existence has no inherent meaning, but the story represents it as a journey with a purpose.
Though it’s always growing, the story is fixed. The daunting majority of your being is stuck in the past, inaccessible. It can’t be lived again, or altered by the moment; it can only ever be experienced as recollections.
Perhaps we love books, movies, and shows because we’re similar to them in composition. We’re also narratives, by and large. We’re also second-hand experiences, frozen in time. So, we feel kinship with fiction.