It’s a convention of private eye stories that they are all written in the first person.
Nowadays, most “cozies” or less hard-boiled mysteries are also written in the first person. The idea is the same: to give the detective a personality through his or her voice and observations. And it’s not quite as important to hide the clues as it was in the days of the formal whodunit.
Sometimes it feels like every famous novel ever written is in the first person, starting with Robinson Crusoe and Don Quixote. Note that one is a personal reminiscence and the other is a Watson-like narrator describing the adventures of another.
Huckleberry Finn wouldn’t be the same with Huck’s unique voice. Hemingway said that all American literature starts with Huck Finn, so it isn’t surprising to see him use the first person in such books as A Farewell to Arms.
Big books can go either way, using many viewpoints to convey a depth of experience or a single voice that comments on history passing. Some major ones among the latter include Gunter Grass’ The Tin Drum, Russell Banks’ Cloudsplitter, Salman Rushdie’s Midnight’s Children, and of course Vladimir Nabokov’s Lolita, a book impossible to imagine in other than the first person.