Creating an interesting protagonist that characters will be invested in takes some time and research as well as a lot of thought to put them all together in one fun, exciting, messed up package.
One of the first things you need to decide is the profession they are in. Are they a cop, lawyer, private eye, or are they something a little farther removed than the typical profession that would throw them into a salacious murder. Whatever you choose, you need to pay your dues and do your homework. As a professional, unless you have some experience in the field, you need to do a fair amount of research so that they come across in a way that is believable.
Curiosity might have killed the cat, but it least the cat led an interesting life, right? Let's hope so! It's good for your protagonist to be curious. Why else would they be motivated to solve the crime or to get involved in it? Your protagonist should want to know things.
The protagonist can be a hot mess in their personal life, but they should also be independent and able to figure things out on their own. They should not be passive, especially since we rely on this person to keep the story going.
He/she needs to have a reason for getting involved - some form of motivation that drives them to keep going. They should want to seek out the clues with an inquisitive mind and want something to happen.
They should be smart and logical as opposed to silly and airheaded, which is not attractive to the reader. Mistakes can be made along the way as long as he/she learns from them and those mistakes teach her something or help her get where she needs to go.
The protagonist should be able to dig their way out of any mess they find themselves in.
He/she should be a hero, someone the reader admires, even with all their faults the protagonist is still looked up to because they are willing to risk it all and put it all on the line to uncover the truth.
And finally, he/she should have plenty of personality.
For more information on this subject, I have added some links below: A Winning ProtagonistHow to Develop a ProtagonistThe ProtagonistHow to Create a Well-Rounded ProtagonistThe Different Types of Protagonists