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For one, she's an oppai loli, which is an incredibly rare sight in anime regardless of series, but she's also an incredibly energetic, fun and loveable genki girl who keeps breathing life into the show and makes it interesting for the viewer. She's madly in love with Bell, but she doesn't try to hide it any way whatsoever. She keeps dropping hints everywhere that she just wants him to push her down already, but of course Bell doesn't pick up on this very well. because you know, protagonists in anime don't do that for whatever reason. Lastly of course there's the unmistakable outfit and boob string she wears which took the internet by storm so hard it became an actual fashion trend in real life Japan, but I'm sure you know all about that by now. Anyway, as a goddess Hestia is the leader of a "Familia" which operates more or less like a Guild in your typical RPG, where Bell is the only other member, and thus they spend their lives together in a rundown church, barely scraping by with what little money they can earn. Watching the pair of them living their unorthodox lives together never fails to make me smile.
Then there's half a dozen other girls as well, either side characters or main characters introduced later on in the story who also conveniently enough end up falling in love with Bell (shocking, I know) so Danmachi is definitely a harem in the end even if MAL might not have it tagged as one. That being said it doesn't really focus on the harem elements all that much; it's mostly a secondary factor.