Pain’s cause and effect, no gore.
You increase the power of pain by showing its cause and effect, not by describing the pain in gory detail. Watching your protagonist cope with their pain can heighten your readers’ sympathy for the character who is going through the pain.
Characters who suffer pain and the ones who inflicts it are both memorable.
The character who suffers is important because readers feel sympathy for them. The one who inflicts the pain is important because of our fear and loathing of them. Physical pain is easier to use, of course, because readers don't need to be prepared for it. If our protagonist is in physical pain, readers will be sympathetic even if they have not seen the character before.
Emotional pain, readers should be prepared.
Emotional pain is difficult to portray because readers should be prepared for it. We need to show Brady happily married to Theresa before readers can feel his pain over losing her. The character feeling the pain should be familiar enough to readers that they can see the loss that causes the pain.
Readers care if your characters are in jeopardy.
Show them meeting Alex Trebek and trying to answer a ... sorry, I’m just being silly.
Jeopardy is anticipated pain. When characters are threatened with something bad, readers inevitably focus attention on them. Helpless characters who are faced with real danger will cause readers to attach more significance to the character.
A reason "women in jeopardy" books and movies are so successful is that readers care about anyone in jeopardy and especially if the victim is a woman. Jeopardy works because it magnifies the stalker and the prey. It also magnifies characters who try to aid the stalker or save the prey.
Larger than life protagonists.
Another way to make the protagonist important is making them a little bit larger than life. You don’t need to turn them into Captain America or Wonder Woman, but readers want the protagonist to be unique, in some way. If everyone in your book responds to your protagonist as if they are the most intelligent person in the room, readers will think so too.
Readers most enjoy a character they can admire. They like to believe the protagonist has some insight, some knowledge ordinary people do not understand or some power or value they don't have.