Dorothy played by Jim.
Dorothy is a young girl from Kansas who is stranded in Oz by a tornado.
Jim is a rather gung-ho roleplayer, interested in action, cool fight scenes, and lucrative spoils over careful consideration or puzzle solving. He frequently acts before he thinks, which includes fixating on his own strange explanations for setting details that the GM hasn't explained yet.
The Scarecrow played by Ben.
The Scarecrow is a scarecrow, made of straw, who laments not having a brain.
Ben is a thoughtful roleplayer who tries to think through the best course of action within his character concept and the setting. He enjoys coming up with clever ways to justify the success of his plans within the premises of the setting.
The Tin Man played by Pete.
The Tin Man is a treecutter whose body has been entirely replaced by tin, giving him a great armour class at the expense of losing all human empathy.
Pete is an old friend of Jim's. Jim invited him along to join in this new game. Pete designed a character to maximise all the skills he thought would come in most useful in a fantasy game, at the cost of being an emotionless axe-wielding sociopath made of metal.
The Cowardly Lion played by Sally.
The Cowardly Lion is a lion, who for some reason is afraid of everything.
Sally is Ben's younger sister. Ben took her along to the game on the first evening when his parents couldn't get a babysitter for the night. The GM quickly gave her a character to play so she wouldn't get bored. She enjoys the make-believe aspect of the game, but has some trouble separating it from reality.
Toto played by Annie.
Toto is a little black dog.
Annie is an acquaintance of Ben's, who attends his drama classes. She was interested to come along and see what this "roleplaying games" thing was all about, after Ben described it to her as a sort of improvisational acting thing. She is dedicated to playing her character as a real, complex talking dog with motivations inspired by a well-considered backstory.
The Wicked Witch of the West.
The Wicked Witch of the West is an evil witch who wants revenge on Dorothy for killing her sister. Her main concern is recovering the mystical Lost Slippers of Phanastacoria, powerful magical artefacts capable of protecting people from hostile magic.
Glinda, the Good Witch of the North.
Glinda, the Good Witch of the North, is a good witch who keeps an eye on Dorothy and her companions to keep everyone out of trouble, which seems to be a very difficult thing to do with scarecrows and tin men and lions around.
The Wizard of Oz.
The Wizard of Oz is a wizard who lives in the Emerald City and seems rather aloof and unhelpful. The Scarecrow trusts him implicitly, but Dorothy suspects the Wizard is up to some sort of nefarious plotting behind the scenes to take absolute power into his own greedy hands. Who is right remains to be seen.
Aunt Em is Dorothy's aunt, who runs a Kansas farm with her husband. She is 56 years old, and uses her great wisdom and popularity to keep their nasty neighbour Miss Gulch from terrorising Dorothy. How exactly she gets away with this is a mystery.