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First Person means that you are stuck with that one person and its look on the world. This can mean a lot more intimacy, especially in situations that show the emotions of this one person. But a go...
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Source: https://writers.stackexchange.com/a/34335 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/34335 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
First Person means that you are stuck with that one person and its look on the world. This can mean a lot more intimacy, especially in situations that show the emotions of this one person. But a good author is able to show these emotions in dialogue and in actions between characters and can therefore convey the same kind of feelings in Third Person. If you are good at showing the emotions of your characters there shouldn't be a big difference between the two perspectives in regards to intimacy. The preference for one style or the other is frequently changing and it may just be the case that you are mostly interested in stories that choose Third Person instead of First Person, which leads you to the assumption that Third Person is used more often in fantasy. In the end it's just about what the author prefers and what he wants to do with it. Third Person allows you to show the story from multiple different angles and to explore a bit more of the world even if your characters wouldn't know it. Writing in First Person is a bit more difficult as you have to be aware of what your characters knows and thinks all the time so that you don't give away details that your characters can't know. This makes the acquisition of information a far more important point. The focus is simply different and there may be some people who find one style or the other easier. If you prefer to show the readers extra details that are related to the current dialogue, but not known by any of the characters yet you may want to go with the Third Person, if you want to stick to the point of view of your character because you can better visualize the scenery that way you may want to go with First Person. But intimacy shouldn't be the consideration. If you are worried about that aspect you should try to think more about ways to show the emotions in the style that you think is harder for this - or simply choose the one that's more natural for you.