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Well, Mariska, App. A says that Denethor had more in common with Faramir, and that was why Denethor didn't like him.
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Interesting - it seems more common for favourites to be picked because the parent has more in common with the
preferred child. Unless, of course, it is a trait about the parent that the parent doesn't like, such as pride or greed - but then, usually, they probably wouldn't admit this was why they didn't like one child as much.
This makes the Denethor-Faramir situation a rather interesting one from a literary perspective. I think this is probably why Tolkien chose to have this situation - it is less conventional, and so more interesting. Also, Denethor is not really meant to be a particularly likeable character - I think one other 'unspoken' example of this is the fact Tolkien has placed him, if you like, at the heart of a stone city, maybe to reciprocate it into him having a stone heart. Denethor is basically being hypocritical in disliking his son (or preferring the other over him) because he is like him - it is a sort of 'one rule for Denethor, one rule for everyone else' dilemma. Tolkien was a religious man - in the bible, Jesus warns strongly against hypocrisy. This may be why Tolkien chose to bring out this trait in Denethor - to make him less likeable character.
Also, on a more basic level, it is something most of us - certainly those of us with one or more siblings - can identify with. We identify with Faramir because his father did not love him as much - he was scorned by his one parent. Even a child is/was the parents' favourite, or the favourite of one parent, there are always times when one child will feel that another is getting a better deal, or that the parents prefer one child above them - it is a horrible feeling, and when we are children, especially young children, jealousy is something that is very hard to fight against. Even if your parents preferred you, or even if your parents were fair to the extreme, there are always those odd moments when you feel 'less loved' than a brother or sister, and so most people are able to identify with Faramir being 'less loved' than Boromir - it provides a source of empathy for a character, also a useful literary device when constructing a detailed character.
Unfairness is also something rather fascinating, especially when the reason for it does not seem good enough - from a modern day perspective, why else would soap operas be quite so popular?

But it can bring out strong feelings of justice. Certainly, looking at films, Peter Jackson worked this situation out for what it was worth, and people who I have talked to have often said they liked these scenes because it shows an interesting other, deeply human side of things - so both director and his audience have shared the opinion of it being a useful emphatic device.
These things all deepen the characters and make us feel emotions towards them, bringing them out from the page by allowing us to interact with them from our own experience, even if we do not realise it at the time. So I think it was therefore probably more from a literary perspective rather than the perspective of what was socially acceptable at the time that Tolkien decided to bring out this trait in, for example, the Denethor and Faramir situation.
Also, consider that Tolkien was not really the norm of what was 'socially acceptable' at the time - for example, he was strongly opposed to the idea of women wearing skirts, and many discussions before have hinted at the idea of Tolkien being racist as well (although this is not an opinion I share). Therefore even if it was more socially acceptable at the time, I do not think this would necessarily influence Tolkien's writing - and after all, that is one of the reasons The Lord of the Rings went down as such a storm at the time, and for years afterwards: it was so very different from anything. When you look deeper you may find hidden messages, but Tolkien did say that he preferred people not to take his work and compare it always with other works, but rather, to take it for what it is. Lastly, Elianna, you said:
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I'm almost positive I read somewhere that Chistopher was Tolkien's "favorite" child. (that's why he's the one writing all the Histories...)
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This is rather different, therefore, from the Denethor-Faramir situation - if Tolkien preferred Christopher
and that is why he is writing the histories, it stands to reason that Tolkien preferred him because he
was like him, rather than preferring his son because he
wasn't like him, as in the case of Boromir and Denethor.