Just because you’re the protagonist doesn’t mean you’re the hero (check out Breaking Bad). Sometimes it means you’re the anti-hero. And Holden sure doesn’t have the noble characteristics that most heroes have, like honesty (Holden is a perpetual liar), courage (he admits to being yellow), strength (he says he's a pretty weak guy), and decisiveness (Holden is plagued by passive inaction). He isn't particularly good-looking, creative, or funny. He irritates people all the time. He worries his parents. He mopes around.
But, Holden is also one of literature's favorite characters. He’s noble: he has an unceasing desire to protect his family, Jane, and children everywhere. He’s compassionate: he sees Sunny as a person, not a prostitute, and sympathizes with the nuns who never get to go to swanky lunches. And then there’s the whole “catcher in the rye” thing.
We may not always like Holden, but we just do sympathize with him.