Mad Men doesn't have that. Sure, a reflex reaction would say that Don Draper is the main character of the show, but what does that mean? Wikipedia tells us that the protagonist is the character around whom the events of the narrative's plot revolve and with whom the audience is intended to most identify. The plot doesn't revolve around Don; he sees most of the other characters on a day-to-day basis, but he barely interacts with or affects most of them. He can't possibly be who we are expected to empathize with the most; a better match would be, well, pretty much everyone else.
Instead, Mad Men has an ensemble cast with nowhere to go. The majority of them are tied to the advertising business of Sterling & Cooper, but the well-being of the firm never seems to be a huge plot point. The politics of the day are mentioned but not an enormous topic of conversation. Every episode merely seems to feature a number of different employees or their spouses in "a day-in-the-life".
What I'm driving at is that, unlike the majority of TV dramas out there (that I've seen), Mad Men's first season has no real driving force for the characters.
At first, I found this immensely confusing and frustrating. I wondered if I would be able to find the endurance to somehow watch four seasons of this in order to catch up with friends. But then the realization hit me. In a sense, this is the very point of Mad Men, a crystal clear example of the theme it dwells upon so powerfully. Discontent.
Mad Men doesn't have an overarching plot or 'seasonal goal' because to give it one would give characters a lifeline to get out of their collective slump. This period of the Sixties is one that epitomized ritz, glamour, consumerism, and the gender gap between women and men. It is this culture that created a repressed society that would explode later, years down the road.
Thus it is that every character in the series is a product of their time. Some try to resist it. Peggy does everything in her power to resist the expectation that she prepare herself for objectification if she wishes to succeed. Some attack the meaningful relationships in their lives because society has driven them to want more, more, more. While initially happy in his marriage, Pete then undermines it because that is what his colleagues and the culture expect of him. And some can't find solace in either extreme. Don finds himself trying to maintain the 'perfect family' while simultaneously trying to escape it by sleeping around. Betty Draper reaches the model of what society expects from a married woman, and then realizes that it is an empty victory. Mad Men is the sad story of these characters and more as they fight endlessly with their own desires and the expectations of those surrounding them.
The cartoon introduction to the series merely cements this theme as an ad exec walks into a room for it all to fade and fall apart around him. He falls from the building, a free-fall symbolic of his own lack of footing and solidity in life. Mad Men is full of moments like this that present you with ennui, wanderlust, and dismay. It isn't a show designed to leave you with a smile.
Will I continue to watch it? So long as I can stomach it. It is quite good, but it is draining to watch a show basically designed to make you unhappy with what you have. Ah well. Whenever I get too fed up with it, I can always pop in a Disney movie.