I suppose that's down to a matter of taste and nuance. The Sopranos were interesting because most of the characters were essentially evil and therefore far removed from my experience, while Girl's characters are frequently appalling in a way that I recognise in people I know and if I'm honest, occasionally in myself, especially when I was young. I may not have tortured anybody to death, but I have been crassly insensitive, talked myself out of a job by saying a stupid thing in an interview or emotionally damaged a lover, so they are two entirely different things. Girls catches the idiocies of youth quite accurately. Young people are inherently solipsistic, that's the theme of the show and that's the main source of its comedy.
One thing with shows like The Sopranos, The Wire or Breaking Bad I always found a little troubling was that the most horrendous characters and actions inspire hero worship in fans. I don't think I've heard a single person who likes Girls express the desire to be anything like those characters and that is to the credit of the show. You can't accuse Girls of being an aspirational show.
One thing which I think was quite groundbreaking about Girls is the honest way it deals with sex. Unlike most sex scenes they genuinely serve a narrative purpose here. I've rarely seen a film and never a TV show which is so unvarnished about sex while never being prurient or judgemental. It shows sex for the mine field it can be in the real world rather than being idealised like most screen sex. And it may not mean much to many guys, but the way Lena Dunham put herself and her body out there is and was heroic and important. The early sex scenes between Hannah and Adam said a few thing about sex which may be uncomfortable but struck me as very truthful, in that our desires may not always conform to our principles and how to navigate that, especially as a young woman. I think that's important stuff to deal with in our sex shaming, sex negative culture which constantly polices how young women should look and behave.