Why are protons heavier than electrons? Our teacher told us that protons are nearly 1800 times heavier than electrons. Is there any known reason as to why this is so?
Or is this just an empirical value, one we do not know the reason to?
 A: You are comparing 2 different items.  While the charge of a proton is equal and opposite of the electron, any comparison ends there.  An electron is a fundamental particle which can't be broken down further whereas a proton can be broken down further into more fundamental particles.  The anti-matter twin of the electron is the positron which is equal in mass but opposite (positively) charge.
A: In addition to the other excellent answers, Note that with antimatter it is perfectly possible to have a positron or an antiproton (negatively charged equivalent of the proton). You just don't find many on Earth, because they annihilate spectacularly with matter.
As explained in wikipedia, the reason the observable universe is composed almost entirely of matter and very little antimatter is not well understood. 
Distant galaxies might be composed of antimatter and would be predicted to have atoms made of positrons and antiprotons with identical chemical properties to the materials we know. But when brought in contact with "normal" matter they would annihilate each other, liberating enormous quantities of energy in the form of gamma rays.
A: As noted "why" is a tricky question but we may ask what is the most fundamental view known concerning this question.
Electrons and protons are very different beasts. Electrons as far as we can tell are elementary, participating in the electromagnetic and so-called weak interactions. On the other hand protons are known to consist of quarks. Quarks are very similar in many properties to electrons but unlike the latter they also participate in the so-called strong interaction described by the theory called quantum chromodynamics (QCD).
For reasons I won't elucidate here the strong interaction works like a rubber band between quarks permitting them to behave as if they were free on very short distances (which we can see on collider experiments from which we know about their existence) but growing stronger and stronger with distance, so quarks never fly around as free particles, only in the form of the composite particles known as hadrons: protons, neutrons, pions etc.
In addition to the quark masses (which are quite small actually) the proton gets its mass from their interaction energy. Because the strong interaction is (surprise) very strong, this energy is huge, constituting almost 99% of its mass. Now can we calculate it using QCD? This is an extremely hard problem - QCD is easy in the regime when quarks are almost free and the strong interaction can be treated as a perturbation. But to compute protons' mass we need to work in a completely different regime for which most  computational methods are useless. However it was successfully done using lattice QCD with an error of less than 2%.
A: It's just an empirical value. According to our current knowledge, the masses actually come from some more fundamental quantities - the electron yukawa coupling and the Higgs field vev, in the case of the electron mass; and the QCD confinement scale (which in turn comes from the strong coupling constant), in the case of the proton mass. But where those numbers come from, we don't know. 
A: The $\Delta^+$ particle has the same quark content as the proton has ($uud$), but nevertheless, its mass is 1232 $\frac{MeV}{c^2}$. The mass difference between this particle and the proton is about 575 times the mass of the electron. This surely shows that something is going on between the constituent quarks (the $u$-quark has a "bare" mass of about 4,2 $\frac{MeV}{c^2}$, while the $d$-quark has a "bare" mass of about 7,5 $\frac{MeV}{c^2}$, which of course doesn't mean quarks can really exist without clothes) which imparts a great deal of mass to both the proton and the $\Delta ^+$ particle. 
It's remarkable that the $\Delta ^+$ decays in about $0,6$x$10^{-23}$(sec) into a neutron and positive pion. This short time is a sign that the "something" that's going between the constituent quarks is the strong color force playing around to cause the transition. The lifetime of the proton, on the other hand, is infinite; there isn't a lower energy state it can change into  [at least in the standard model; in the rishon model, which conjectures that quarks and leptons are composite structures, the change from a proton to positron and a pion, is for example easily explained, just as is the mass difference between an electron and a muon, the last of which can be seen in rishon light as an excited state of the electron; and regarding the distribution of matter and anti-matter, the rishon model solves this conundrum by claiming that there is as much matter as anti-matter! But this is not the place to discuss this model (theory) and I just mention it here as an aside].
A: Nobody really knows the reason! Even taking into account that the proton is made of quarks, the masses of electrons and quarks and their interaction strengths are numbers that we don't know where they come from. 
One day there might be a theory which tells us why these numbers must be the numbers they are. Or it might turn out that these numbers are random. Nobody knows..... yet!
