Just that it was a slightly strange thing to say -- seeing as existentialism is concerned with the emptiness, horrors and anxieties of being alive (and doubly so in Kafka), and "favorite" implies something one enjoys.
You're mistaken to think so about existantialism. I suggest you read "Existentialism is a Humanism [1]", which is a document I've studied very recently and one that I'll study again, and one has been influential to me. Existantialism is an idea based on the hypothesis that man exists without a purpose, without a creator and without predefined values, i.e. he comes to exist before his essence, that which he is responsible of and confined to defining and creating by himself; and that he "in fashioning himself, fashions man", i.e. with his decisions, he demonstrates what he thinks is apt for all the humanity. The linked text explains it all better than my humble summary.
[1] https://www.marxists.org/reference/archive/sartre/works/exis...
The "Existentialism is a Humanism" presents a more "heroic" outlook of the matter, associated with Sartre's engagement with politics at the time. Even so it deals with anxiety, lack of values, etc. That "in fashioning himself, fashions man" only works as an encouragement if you also believe that people everywhere in large quantities are fashioning the world for the better (as Sartre did with regards to communism).
But for the more bleak outlook that is quite more common, you can read Sartre's own "Nausea" to see how the ideas as described in "E.I.A.H" can play into everyday life. Even the title of the novel ("sea sickness" -- meant about the absurdity of life, is telling). The angst/anxiety etc. is more often than not present without any conveniently comforting heroic ideas of self-fashioning, like in the end of the book, or in E.I.A.H.
But that freedom is troubling for many. No truth to proclaim. Too much uncertainty.
In fact, the very roots of Logic, that sword which so many people claim will break Religion's gordian knot, are uncertain. All logic stems from the idea that you can say "if(a) then b()". The only svidence that this works is anecdotal. There's a lot of it, but that's all it is, and all it takes is one flying pig to bring it all down.
The solution, for some, is fundamentalism: "(Logic|Religion|*) is true because it says so."
Others put their faith in it even though they know it's not proven. G.K. Chesterton mentions this a lot (he's a fun read, if a bit rambly).
TL;DR: Not knowing is a whole nother ball of wax, and is a bigger ball of wax than you think.
Now read Wittgenstein.