1) Grab The Reader By The Nose
First sentence. First paragraph. First 250 words. First page. First 500 words. As writers we've all heard the importance of the aforementioned elements. Here's what you definitely want to address in those "Firsts" to make the reader care about your darling character.
Paint a picture of your protag's normal life with the unwritten promise that the character will transform by the end of the tale. Something will soon happen to the protag that will rock her world and propel her through the story.
2) Rock Your Character's World
Whatever the crisis is, it should be something she can't easily solve or fix. The conflict can be introduced by your protag having all she wants, and suddenly it's all torn away from her. Or, something looms that threatens to rip it all away.
There can also be a call to arms, call to quest or adventure, call to solve a question or case, a call to save the world from certain damnation etc. Also, there should be an internal conflict and an external conflict. And by these conflicts, your character grows.
3) Hit Your Character In The Jaw... A Few Times.
Escalate the tension and draw it out. Your character *has to fail*... at least in the short run. After all, she's facing insurmountable odds, yes? She has to run into wall after wall, and meet frustration after frustration.
You can even give her small successes and large failures. Through all of these your character will grow and change. We all learn far more from our mistakes than from our victories, right? And, by the time the protag meets the defining moment, aka The Climax, she will have made a discovery. A discovery about herself. A discovery about her world. A discovery about her powers and her control of them.
4) Deliver On Your Promise
Don't "what promise?" me. Deliver on THE promise. Yeah, that promise... the one you made in the beginning of your story, the one where you entered an unwritten contract with the reader that the protag would change and grow. Yeppers, it's time to deliver. Show this through how she handles the climax, what she learns. There should be a physical transformation and/ or mental and/ or emotional. And then she emerges on the far side... glorious and triumphant.