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That's the problem with heroes, really. Their only purpose in life is to thwart others.
Peter David
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A protectorate is a specific person, place, or thing, or set thereof, which our hero is responsible for defending.

Ideal Heroes, capes, and other such good guys just do not attack other people without provocation, not even if those other people are Card Carrying Villains. Good guys simply do not do preemptive strikes; that's left for Well Intentioned Extremists, AntiHeroes, and bad guys. See Villains Act, Heroes React.

The good guys have to wait until the bad guys do something bad. And, since the good guys are usually closer to human than deity on the sliding scale of superpower, A Million Is a Statistic still applies. (It may apply less, but it does still apply.) But if the bad guys attack something that the good guys are responsible for — from mandate, from their morality code, or because they truly love them — then the good guys can move in to smack down the bad guys.

The protectorate might be general innocent people in the vicinity, or family and friends, or the city or country or planet the hero lives in. Only threatening this justifies violence and interference on the part of the hero. This is what makes a Protectorate.

The villains rarely get the notion of redirecting their energies against less inflammatory targets - or if they do, we never hear about it. Again and again, the villain just has to attack the one thing the main character has shown they will kick butt over.

Specific kinds of protectorates:

Some archetypical heroes, especially the wandering kind, will adopt people they've just met as protectorates, much to the dismay of whatever villain was harassing them. This sort of protectorate can be temporary — the hero will defend the person to the death and then never think of him again once he leaves town. But it isn't always; this method of developing protectorates can lead to a hero getting a new Sidekick. Especially tenacious heroes might even take their duty past the grave and become ghostly Guardian Entities.