He is one of, if not the, main character. He slowly looses his sanity throughout the play as he realizes a lifetime of work hasn't really earned him anything.
The whole play talks about the American people becoming disenchanted with the American dream, and Willy Loman is kindof a character study of this; he is unable to cope with the fact that American society isn't really fair and kills himself during a delusion of the past as he can't comprehend the present in which he, his wife, and his two sons struggle so much. (the play is crazy dark)