There's too much history to call a certain part of it my favourite
The history of early civilisations is quite epic. The immediate being the Egyptians and Romans. Egyptians were quite amazing, how they built the pyramids I wish I knew. Their agriculture was advanced due to the annual flooding of the Nile and the sheer advancements they made such as paper were truly remarkable. Conversely, the Romans were pure awesome. They were so advanced for a civilisation; they even had their own version of central heating! Not to mention their fighting style was beyond comparison to any other region during the time, which is no wonder why their empire spanned the majority of the globe.
On the other hand, I studied American History quite thoroughly at school, and that was pretty impressive too. Lincoln and Teddy Roosevelt are amazing Presidents, FDR was a legend as well!
Tudor England can be quite interesting, especially the Mid Tudor Crisis, but can also very dull at times.
My favorite history class in school was World History, by far. I've always been interested in Kings & Queens(medieval times), but I was most interested in the French Revolution. Or at least that's what I remember most.