There are at least two reasons for this.
First, Julius Caesar is an object of fascination because he was so successful in so many different ways. We tend to be fascinated with people like Caesar and like Alexander the Great who were able to accomplish tremendous feats that were beyond other people. Caesar was successful as a soldier and as a political leader and even as a writer and an orator. This combination makes him very interesting to many people.
Second, Caesar was an important figure whose actions changed history. It was largely through Caesar's deeds that Rome moved from being a republic to having an imperial form of government. This means that Caesar was very much involved in one of the most important changes in the history of western civilization.
When you combine these two things, it is not surprising that Caesar continues to be a figure of interest so long after his death.
From the introduction to Adrian Goldsworthy's excellent biography, Caesar - Life Of A Colossus (c2006):
"Caesar was a great man. Napoleon is just one of many famous commanders who admitted that he had learned much from studying Caesar's campaigns. Caesar was one of the ablest generals of any era, who left accounts of his own campaigns that have rarely - perhaps never - been surpassed in literary quality.
Politically he had a huge impact on Roman history, playing a key role in ending the Republican system of government, which had endured for four and a half centuries.
Although he was fiercely intelligent and highly educated, Caesar was a man of action and it is for this that he is remembered. His talents were varied and exceptional, from his skill as an orator and writer as framer of laws and as political operator, to his talent as soldier and general. Most of all there was his charm that so often won over the crowd in Rome, the legionaries on campaign and the many women he seduced.
Caesar made plenty of mistakes, both as commander and as politician, but then which human being has not? His great knack was to recover from the setbacks, admit, at least to himself, that he had been wrong, and then adapt to the new situation and somehow win in the long run.
Part of the fascination with Caesar is because he is so difficult to pin down and because mysteries remain, for instance, as to what he really intended in the last months of his life. In his fifty-six years he was at times many things, including a fugitive, prisoner, rising politician, army leader, legal advocate, rebel, dictator - perhaps even a god - as well as a husband, father, lover and adulterer. Few fictional heroes have ever done as much as Gaius Julius Caesar."
I highly recommend Goldswothy's book. You might find a bio as good, but none better.
It was simply because his courage and charisma had become universally recognized and also becausehe was a key figure to form the Great Roman Empire which itself became extremely famous and inspirational.