Shelley creates sympathy for the 'monster' by emphasising his innocence; the reader sees him as impressionable, his vengeful nature only a product of a society that rejected him. In particular, the 'monster's self-loathing evokes sympathy, when he says to Frankenstein, 'I demand a creature of another sex, but as hideous as myself'.
Furthermore, one could say that the fact that the 'monster' is never given a name creates sympathy. To his creator, he is not worthy of an identity, but is merely an experiment.