First of all, Justine is not only the protagonist, but also the namesake of Durrell's first novel in the four-part series: The Alexander Quartet. Therefore, the first of the four novels is called Justine. Even though Durrell would suggest that the setting, Alexandria, is actually the main character, the actual protagonist, Justine, is worthy of study.
Justine is a Jewish woman who is both wealthy, gorgeous, and mysterious. She is married to an Egyptian Copt named Nessim. (This basically means that Nessim is a Christian who still clings to some ancient Egyptian cultural teachings.) The difference in religions (Judaism vs. Coptic Christians) is an interesting aspect to the two characters. Unhappy in her marriage, Justine finds comfort in the arms of an Irishman who remains unnamed in this particular novel (as he is the narrator and never names himself), but who is subsequently called "Darley" in other novels of the series. Here, Darley gives a perfect description of the mysterious Justine:
She took kisses like so many coats of paint ... how long and how vainly I searched for excuses which might make her amorality if not palatable at least understandable. I realize now the time I wasted in this way; instead of enjoying her and turning aside from these preoccupations with the thought, "She is untrustworthy as she is beautiful. She takes love as plants do water, lightly, thoughtlessly."
The irony is that Darley is friends with Nessim and the three of them begin a strange and mysterious love triangle. Darley and Justine continue to try to hide their relationship from Nessim, resulting in many close calls. Meanwhile, Justine always keeps up her belief in the Kabbalah (along with the other two characters). It is a devout study of the relationship between all things. This study of the Kabbalah is integrated uniquely into this story of tragic love. Further, if you doubt that this is a story of love and tragedy (the same story, told from four different points of view through the four novels), all you need do is read this quote by Justine:
Who invented the human heart, I wonder? Tell me, and then show me the place where he was hanged.