A short post on Loki. So Spoilers as per. Much of this analysis came through discussions with a rabid fan of Tom H. and not too shabby story analyser. Her enhanced desire to latch onto Loki as the protagonist led her to be frustrated by his nebulous or mutating plans and regular passiveness. This led me to suggest he wasn't the protagonist, it was Loki 2 i.e. Sylvie.
Initially, we start with him stealing the Tesoract and so bringing the wrath of the TVA to bear. He's captured and told he's now of little significance to the universe and made to face his past. He's at St Peter's Gate, likely to go to Hell (as we find out, a memory wipe and a life of bureacracy) but given one more chance to redeem himself (although for what prize is unclear) by helping them catch bad Loki.
Sylvie, cleverly shown using both male and female stunt doubles, is his prey. She has a glorious purpose to destroy the TVA for removing the life she would have had and it's repeated interventions. It turns out she's a false antagonist to Loki and is in fact the protagonist. She has the single want that drives her actions - to destroy - but she has the inner need to trust someone. She trusts no one as who can she trust when she can be playing with her toys one minute and sucked into oblivion the next.
Sylvie faces the ultimate test, to trust Loki which she doesn't. so then kills the One Who Remains. She gets what she wants - the end of the TVA - but not what she needs, someone to trust. I suspect as she doesn't trust herself she believes he must be the same. At least right now. Loki goes from protagonist to buddy. He is still heroic in trying to stop her creating chaos even if fails. And his passiveness can be explained by his falling in love with her. "I just want you to be okay." So in fact, he does get what he ultimately wants - for her to be okay because she gets what she wants. But he doesn't get what he needs, someone to love.
Loki rejected love all throughout his life, until perhaps his death when he tried to save Thor, or at least avenge him. Loki choose to love back but had his love rejected. This is a tragedy but his life is tragic and it is repeatedly stated that this is the fate for Loki's. This gives the series an engine, can Loki be vulnerable (powerless) and be fulfilled.
To run around back to the protagonist question. Often we start with the protagonist and many times, it's given away by the title and trailers. So we could've started with Sylvie doing her dastardly stuff to give it more of a clue she was the protagonist but this might have also been tricky as they didn't want her to be revealed to quickly.