First of all, the reader/audience has to empathize with the hero. The hero is lonely-- we have been lonely too. The hero struggles against all odds-- we've also felt that the world is against us. The hero triumphs-- we hope we can triumph too.
Shrek is a hero. Why is a foul-smelling ogre so beloved by audiences that he got four movies and a spin-off? Because most people have felt like foul-smelling ogres: misjudged and shut out. But Shrek finds true love. If an ogre can find true love, maybe we can too.
Second, some authors make their heroes impossible paragons of virtue. Stanislavsky said that when an actor plays a villain, he needs to find the one drop of heroism in that villain's blood. Likewise when an actor plays the hero, he needs to find that drop of evil, that hidden selfishness. The same goes for writers.
Third, most heroes are an "everyman." Though the hero is surrounded by eccentrics, he is usually fairly normal by comparison-- like Alice in Wonderland. "We're all mad here," says the Cheshire Cat. But Alice is certainly less mad than anyone else.
Viki King believes that all heroes are self-insertion-- meaning the author sat down and stuck themselves into a story. It's easy to see where self-insertion goes wrong. Just look at Eragon, the annoying kid who has OMIGOSH!!1 A DRAGON and MAGICAL POWERS!!!1 and a HOT ELF CHICK!!!1. Or Bella Swan, who has a vampire and a wolf-shapeshifter kissing her feet, even though she's about as interesting as a bag of turnips.
This is why heroes are so difficult to write. They can become so much of an everyman that they lose all originality. They can become so much of a self-insertion that the author becomes blind to how boring they are. They can become so sympathetic that they have no spines or faults left.
So give your hero some crooked teeth and a short temper. Give him a redeeming quality- a sense of humor or a weakness for baby ducks. Suddenly he's a person. Suddenly, he can carry his own story.