Like Nintendo, they are legion: they don't have one; they have many. That speaks to the true the strength of the brand. There are several recognizable franchise protagonists that you could name and they not be an incorrect answer.
MS still needs a few more franchises to mature to reach that level. Right now, just feels like Marcus Fenix and Master Chief. They've had a number of games that had the potential to become tentpoles (Perfect Dark, Kameo, Crimson Skies, etc.) but they let all of them die on the vine.