The protagonist of a literary work is the central character, and, as such, he/she initiates or drives the action. However, the protagonist may or may not be the hero of the narrative; in fact, he/she is often the villain. Shakespeare's Macbeth, for instance, is the protagonist and, of course, one of literature's great villains as is Shylock of The Merchant of Venice.
Sometimes the protagonist is an anti-hero; that is, he is neither a hero or a villain. While not evil, he does not possess the classic values of honor, self-sacrifice, charisma, and/or purpose. Heathcliff in Emily Bronte's Wuthering Heights, for example, is an anti-hero. In another example, Krebs of Ernest Hemingway's "The Soldier's Home," represents an anti-hero; part of what Gertrude Stein called "The Lost Generation," Krebs is a World War II veteran who is neither sure of his role in the war or his role in his family after he returns from the war.