There are two playable characters, Ellen and Keats and all other characters are non-playable characters (NPCs). At the beginning of the storyline you can choose to play as either Ellen or Keats and will be able to switch between them at the end of each Chapter.
Non-playable characters are either Humans from the real world, Halflives, who are part of both realms, or inhabitants of of the Netherworld. You will interact with these characters differently depending on whether playing as Ellen or Keats.

Human NPCs

Half Life NPCs

Netherworld Denizens