Can we consider Sir Orfeo as a hero?

Yes, in many ways Sir Orfeo seems to mirror the elements of heroes of yore. He follows the typical mold for a traditional hero. Let’s analyze his heroism qualities and journey.
Orfeo is the King, and immediately, he has a pressing mission. The hero’s journey is a quintessential part of being a hero. He must travel to the Otherworld and save his wife. In this way, there is a romantic bent to his mission, showing his chivalry and care for his wife, which endear him more to the reader—another quality of being a hero.
When he reaches the Otherworld, he forges a contract with its king which allows him to get his wife and escape with her, showing his cunning and intellect, like Odysseus and other legendary heroes. Finally, upon returning home from his journey, he displays his might and reclaims his rightful place on the throne—an archetypal action in many hero stories. His last act in the story is to show favor to his assistant and make him their heir, showing his kindness and loyalty.
All of these traits exemplify his heroic nature. That, along with the standard hero’s journey, make him clearly a hero.