I agree strongly with Lisa Ann, but would like to expand on it a bit.
Sometimes it helps to go over comments with someone who has read your work (I use a trusted beta reader). Show them the feedback. If something in the feedback resonates with your beta reader, and it feels right to you, then make the changes. If you think they're off in left field, and your beta reader thinks they're mad, then the agent isn't the right one for the project and you should move on. Remember that the agent often rejects off of the first few pages (even on requests). I know this because not only have I heard agents and editors say it, but I've gotten specific reasons for rejections (once it was tense shifts) that occurred only in the very beginning of a requested partial, in an extremely small number that was a cinch to fix (three in the first ten pages, just four in the rest of the manuscript.) But it was cited as the the main reason they passed. This demonstrates an awful truth: Many agents and editors look for a reason to reject you as a way to weed through their slush piles. I've gone through the same problem you've described. Agent A loved the writing but didn't like the concept. Agent B loved the concept but didn't like the writing. Which was right? Both. Can I fix it? There's no point, especially since someone else might love the writing and the concept.
So conflicting feedback happens a lot. "Not connecting with a character" means just what it says. They didn't connect with the character. Characters are like people. Lots of people like Rush Limbaugh. Lots of people don't. You can't please everyone all of the time. If you try to drive down the middle and appeal to everyone, you end up with such a weak character that no one will like him or her.
I must also caution you not to read too much into this. "Not connecting with a character" is pretty common "bounce" language. Sometimes "not connecting with a character" is part of the standard rejection letter used by agents.
So don't sweat it too much, okay? Sandbox is right on the money. If you're getting conflicting feedback, it means that the issue probably isn't one at all, and is a matter of personal taste.