I wouldn't really go as far as saying everyone loves her; the only one who really adores her is Twlight, and she's basically a second mother to her. Everyone else mainly just respects her for the most part, and for good reason. The show rarely spends its time showcasing its characters going on about how great and wonderful Princess Celestia, and when it does; it is brief and it's usually Twilight doing it, which as said earlier; makes sense.
She's one of the rulers of Equestria, so it'd make sense that she'd want to keep up a good image. Also, she doesn't really have a whole lot of screentime, so it's hard to see her personality in full. She does have one though and does have moments of real emotion, and if she were given more screentime, It'd be easier to see. However, since she doesn't, it's not expected for her to have a more complex personality than she has now.
Oh, and she's not perfect; she's made plenty of dumb decisions and she lost in her fight with Chrysalis, and she didn't trust Twilight in the the second season season finale when she was trying to tell them what was going on with Chrysalis. So yeah, I don't think she's a Mary Sue either.