Pale fella in black with the messy hair: Dream of the Endless. Basically the anthropomorphic personification of dreams and dreaming. Billions of years old, imprisoned for the past century, now trying desperately to fix everything that went to shit while he was gone and track down three important artefacts that his captors stole from him.
The fella played by Charles Dance: Roderick Burgess, the guy who captures and imprisons Dream, kicking off the whole story. Which is rather awkward, since he didn’t even want Dream to begin with, but rather Dream’s older sister…
The lady all in black: Death of the Endless. Basically the decidedly un-Grim Reaper, who flatly refuses to get a scythe. She’s there when every single being comes into existence and she’ll be there when they finally cease to exist, to comfort them on their way out. She’s very loving and friendly to everyone, but lord, her little brother tries her patience sometimes.
The person likewise in black with the cat ears and yellow eyes: Desire of the Endless. The anthropomorphic personification of, you guessed it, desire; not just sexual desire, but the desire for everything you’ve ever possibly wanted. Dream and Death’s younger sibling, they like to play subtle games and either have fun at Dream’s expense, or seek to trick him into destroying himself. You know, classic dysfunctional family.
The fella who’s always wearing the sunglasses: the Corinthian, a rogue nightmare who fled into the waking world while Dream was out of commission. Now that Dream’s free, the Corinthian doesn’t plan to go back to the dream world without a fight, since he’s been enjoying himself immensely, leaving a trail of mutilated bodies in his wake and inspiring others to follow his example. He has a particular thing for eyes, and particular things for eyes.
The lady with the pointed ears: Lucienne the Librarian, custodian of Dream’s immense library, who stayed when so many others fled Dream’s realm and is now trying to help him with the aforementioned desperate fixing.
The lady in the white trench coat who snubs Dream: Johanna Constantine, a professional sorcerer and occult detective, who Dream turns to in order to find his pouch of magical sand. She thinks she’s seen it all. She’s oh so wrong. If the name sounds familiar, she’s the ancestor of John Constantine, and also takes his place in this version due to various copyright issues and pure pragmatic adaptation.
The fella hugging the dragon/gargoyle: Cain, the caretaker of the House of Mystery. And yes; he’s that Cain, the famous one. (Or perhaps not; the comics get a bit fuzzy about it.) At any rate, he certainly murders his brother Abel a lot, in a vicious and often unwelcome cycle.
The statuesque person in black leather with the wings: Lucifer Morningstar. Exactly what it says on the tin, and one of the few beings in the universe able to scare the spit out of Dream.
The fella sitting in a diner holding a glowing red thing: John Dee, who’s spent most of his life in a sanatorium, but has now escaped and plans to reshape the world as he pleases. Because the glowing red thing is actually one of Dream’s tools; a ruby that can distort reality, and would be dangerous even in the safest of hands. Which Dee’s hands are decidedly not.
The fella with a pumpkin for a head: Mervyn Pumpkinhead. Basically Dream’s wise-cracking, cigar smoking janitor. Voiced by Mark Hamill. All hail.
The talking, potentially censored raven: Matthew the Raven. Long story short, he used to be a man, got into a car crash, died while he was in a coma, and agreed to become Dream’s avian messenger. Now he’s a raven and constantly wondering, for the benefit for the audience, what the actual hell is going on.