Actually, this is kind of confusing question, cause if we talk about importance of proteins, most of their function in our body is important. We can easily determine, "oh this is the important one". Cause, if we remove one function, others will be in trouble too. That's why we called our body as a system, cause it have an integration.
The big role that play by proteins are
1. Build most of enzyme
2. Arrange the structure of cell
3. Transport matter in cell