In Act I Scene 2 how does Lord Capulet seem to be protective of Juliet at first?
If you look at this scene, you will see that Lord Capulet (at this point in the play) is really trying to do what is best for his daughter. I think you can call that being protective. Specifically, he tries to protect her from getting into a marriage that she does not want.
We see this when Paris asks him if he can marry Juliet. Lord Capulet knows this would be a good match in terms of helping the family. But he does not just force Juliet to do it. Instead, he tells Paris that Juliet is too young. He says
My child is yet a stranger in the world,
She hath not seen the change of fourteen years;
Let two more summers wither in their pride(10)
Ere we may think her ripe to be a bride.
He tells Paris that Paris should try to woo Juliet. If she agrees, then he will be okay with is:
But woo her, gentle Paris, get her heart;
My will to her consent is but a part.
An she agree, within her scope of choice
Lies my consent and fair according voice.
By doing this, Lord Capulet is acting in a protective way.