Most of the really big anime are shonen[1], meaning the target audience are boys. So the protagonists are also usually boys for relatability. One Piece is the most obvious example. The other demographic groups are shoujo (aimed at girls, e.g. Sailor Moon, The Rose of Versailles) and seinen (men, e.g. Ghost in the Shell, Kingdom, K-On!). There's also the mythic rare josei (women, e.g. Chihayafuru). Also Evangelion is a deconstruction of the whole mecha / kid superhero genre, and is probably not suitable for children.

[1] Technically these categories apply to the manga they're adapted from. Evangelion is classless since it was not adapted from a manga.