Quick and obvious (I think): since Spider-Man is friendly to himself, he can activate "Protect My Family" when he is the target of the attack correct?

Protect My Family: FREE: If no other friendly character has activated this trait this turn, choose an opposing character that attacked a friendly character with the Spider-Man Family keyword since your last turn. Place Spider-Man such that he can make a close attack targeting the chosen character, then do so.

I have new respect for this figure.

Yes. The effect doesn't specify "another friendly character" and he is friendly to himself as you pointed out.

Thanks Zandig!