Welcome to the site, Chimere! As a general rule, it's best to stick with one protagonist. As @Private has mentioned, if you have two, it should generally be a hero and a heroine (please see the comments below for details). However, I've asked a good number of questions myself, and I know that your story probably requires three protagonists, otherwise you wouldn't be asking the question. On that note, I will answer your question below.

Short Answer: It's not a bad idea, but you need to know how to do it.

(Very) Long Answer:

When a protagonist is developed correctly, the reader cares about him. The reader wants the protagonist to win, to overcome the obstacles and conflicts he faces. He's on the protagonist's side. I explain how this is done in my answer here.

When you introduce a new protagonist, the reader at first is not on his side. He wants to stay with the first one. Using what I detailed in the answer linked above, you can eventually make the reader care for this second protagonist, but it does take awhile.

The mistake most writers make when trying to do this is to think of their protagonists on an equal level. Essentially, they are both the main protagonist. This simply doesn't work, because the reader is going to like one more than the other (generally whoever was introduced first). Fortunately, you don't have this problem, since you introduce your protagonists one after the other.

Your problem lies in trying to get the reader to let go of the first protagonist and accept the second (the same process applies to the third, as well). I can really only think of one reliable way that you could do this:

Overlapping characters.

Like I mentioned above, it will take the reader some time to switch between protagonists. He will not want to switch, and forcing him to do so is actually quite dangerous, as you run the risk of losing the reader entirely. Therefore, the only way you'll be able to do this is by lessening the impact.

The first thing you should do is to have the protagonists overlap. Once you start approaching the point where the first protagonist disappears, introduce the second protagonist as a side character. Don't switch PoV or anything yet, just introduce him. Give him strength and inner conflict like a normal protagonist. This will increase the reader's investment in him.

It's a good idea to have your current protagonist look up to your new one, and recognize him as better. If your current protagonist sees the new one this way, the reader will slowly start to accept that idea too (because he cares for the current protagonist, and so values what he thinks about other people). At the same time, start decreasing your current protagonist's strength, which is the very core of why the reader is on his side. Pick the quality that makes the protagonist heroic and start having him fail at it. Very slightly, but still failing. Slight failures will be enough to start tipping the reader towards the new character. Don't destroy the strength entirely; very slight failures will be enough.

When it comes time to switch over entirely, get rid of the old protagonist. The best way to do this is with a symbolic/literal 'passing of the torch,' as it were. Make it clear that the role the protagonist filled, at least in the reader's mind, is being taken over by this new character. This should likely end a chapter/section, and the next part will start with the new PoV. Only do this once the old protagonist's role is completely finished.

And then get rid of the old protagonist. This doesn't necessarily mean death, but you don't want him cropping up in the story after his time is done. If he does, the reader will have a harder time forgetting him and switching over. The only other option here would be to make the old protagonist into an antagonist - turn him into someone the hero wishes to lose. Then you can safely include him. In fact, doing this will repulse the reader away from the old protagonist and towards the only other option: the new one. Make sure that the reader is ready to go over to the new one if you do this though, otherwise he won't want to. It's a good idea to only turn the old protagonist into an antagonist only once the switch has been made and the reader has settled in with the new protagonist.

When it comes to the third protagonist, the process will be more or less the same. The transition will be easier because it's happened before, but this only means that it will take less time. You should still follow the entire process.

When it comes to experiments like this, it's best to remember three things:

The rules are there for a reason.
The rules can be bent or broken.
Everything you do is done for the reader.

If you find yourself wanting to break one of the 'rules,' ask yourself how to do it in a way that will keep the reader, and keep the book enjoyable for him. Remember, every single part of writing and development is done for reader. Without him, why are you writing?*

*Some books you write only for yourself. In this case, write the way you want to write, since you will be the only one reading it.

I wish you the best in your writing endeavors!

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