It is quite common when people first start out in genealogy that they expect, or at least hope, to find a famous ancestor. This could be due to a family story passed down through the generations regarding a link to a historical figure. It could also be as a result of a genealogist having a famous surname, such as Nelson.
Discovering that you are related to a famous historical figure can be incredibly exciting - I would imagine. I wouldn't know for sure, as all of the ancestors I have researched so far have been "ordinary." I have found a lot of agricultural labourers, no doubt extremely hard working, but not exceptional. I am not disappointed by this however, in fact far from it.
It would be nice to discover a famous ancestor, as there would undoubtedly be a load of fascinating information to read about them. In a way though, this kind of takes the fun out of genealogy, as all of the research has already been done. Many figures in history, particularly the British aristocracy, have established family trees going back for hundreds of years. I would appreciate knowing this information, but would feel slightly disappointed that I wasn't able to research it for myself.
My family tree does not, as of yet, contain any famous names. It is still fascinating to me, though, even if it wouldn't be to anybody else. For me, part of the fun of family history research is finding out about the living and working conditions of "ordinary" people. These stories can be just as interesting and important as more famous examples.
In relative terms, very few people throughout history have been written about. It is statistically unlikely that you or I will discover any famous ancestors. I'm ok with that.