Please look at the following paragraph:
In this, as at other such events, a striking sociological pattern was evident. Most “have-a-go heroes” were, like Mr Henrique, young, male and foreign.
The article is about fighting against criminals, native Britons are not so brave as foreigners, such foreigners are call heroes.
A 'have-a-go hero' is one who confrants danger, usually against the odds; chasing an robber, etc.