Current approaches to emotion detection often overlook the inherent subjectivity of affective experiences, instead relying on aggregated labels that mask individual variations in emotional responses. We introduce iNews, a novel large-scale dataset explicitly capturing subjective affective responses to news headlines. Our dataset comprises annotations from 291 demographically diverse UK participants across 2,899 multimodal Facebook news posts from major UK outlets, with an average of 5.18 annotators per sample. For each post, annotators provide multifaceted labels including valence, arousal, dominance, discrete emotions, content relevance judgments, sharing likelihood, and modality importance ratings (text, image, or both). Furthermore, we collect comprehensive annotator persona information covering demographics, personality, media trust, and consumption patterns, which explain 15.2% of annotation variance - higher than existing NLP datasets. Incorporating this information yields a 7% accuracy gain in zero-shot prediction and remains beneficial even with 32-shot. iNews will enhance research in LLM personalization, subjectivity, affective computing, and individual-level behavior simulation.