“Interesting to me” is more common than “interesting for me” but both can be correct depending on the context.
That video sounds interesting to me.
That video would be interesting for the managers’ meeting.
You often use “for” when something has a good effect on you. We use “to” when it has the subjective appearance of being good to us.
“To” is the most common preposition that we use after “interesting”.
In general when we simply say “that sounds interesting to me”, “to” is a more common preposition to use because it has a feeling of personal meaning.
We often use this before we form our opinion fully about something.
“Interesting for” is a little bit more complicated.
The preposition “for” is often used to show function as in “This knife is for cutting fish”. This use can also apply to “interesting”.
This is interesting for my figurine collection.
Interesting For you or To you?
You can say both “interesting for you” or “interesting to you”. “Interesting for you” has more of a meaning that you might find some purpose for this. “Interesting to you” is more common to use and has a general meaning where the person can make their own mind up about whether it is interesting or not.
This table might be interesting for you. (They could use the table in their office)
This article about A. I might be interesting to you. (They can decide if it is interesting or not)
You should use “interesting to me” to show that something gives you personal meaning. “Interesting for me” is more common to use about the past.