Is this true? and why? "Priestley does not want you to like any of the characters in this play"?

I don't think that's true at all.

Sheila is very like-able. She sympathizes with Eva Smith from the very beginning. It's true that she had a part in Eva's downfall, but she admits to it, and she's obviously sorry about it. Sheila is by far the most sympathetic character. All of her reactions make her likeable. There's a moment, when she admits to what she did to Eva, when you get slightly mad at her (or at least I did) but her repentance redeems her (it did for me anyway).

an inspector calls

In what play?