I've always said that a good story is about an interesting somebody, who wants something badly, and is having trouble getting it. The "wanting something" is the objective and the "having trouble getting it" are the obstacles along the way, but none of that matters if we don't care about that "somebody" – your protagonist.
When creating an interesting protagonist, it's essential that your audience cares about the character, hoping the character will do the right thing, but constantly fearing that the character will make another bad decision. It's this yin and yang of hope and fear that connects the audience, hooking them deeper, making them want to watch.
And obviously there is a plethora of ways to accomplish audience engagement; however, there are three relatively simple key approaches you can apply to your protagonist that will help reel them in right away.
Just as the best villains are the ones who are layered and complex – bad guys in whom the audience can empathize with – the same rule applies to your hero. When your hero is truly "good" in all situations, he is set and stony and not very interesting. We have no reason to fear for him because we know he will always do the right thing. However, if you establish early on that your hero has weaknesses (hopefully many) and is even oblivious of these weaknesses, or in denial, or constantly trying to hide them, then it's easy for your audience to fear.
This can take some practice, especially if you really love your character, but try to think of your protagonist unfavorably. The application of this approach will make them very real – because we all know that real people are incredibly flawed and do some pretty ugly things. To put it another way, when you like someone, it's often quite hard to look at their actions without a bias in their favor, and that lack of truthful insight can create an unattainable illusion, but if you erase that positive bias, you will immediately make your protagonist very human and more believable.
We love to see characters acting bravely, so it's often not so much what the character is trying to accomplish that makes us cheer for him or her; it's the lengths he or she is willing to go to get it. We fear protagonists will succumb to their weaknesses, but we hope that they will act bravely under extraordinary circumstances. There are few things more enjoyable for the audience than to see the ordinary protagonist thrust into an extraordinary situation and overcome insurmountable odds by simply just being brave.