I think the core group in 'Tsukihime' starts with Shiki Tohno, obviously. The guy can see 'lines of death' on things, which is... a lot to deal with. He's kind of a passive protagonist at first, just trying to navigate this weird new reality after moving back to the Tohno mansion.
Then you've got the heroines, each route focuses on a different one. Arcueid Brunestud is the big one, the True Ancestor vampire he meets right away. Her whole deal is being impossibly powerful but also kind of naive about the human world. I always found her route the most 'epic' in scale. Ciel's another major one, the immortal Church executor with a tragic past tied to Roa. Her route gets super dark and lore-heavy.
Akhiha Tohno is his adoptive sister, and her route is this intensely personal, messed-up family drama. Hisui and Kohaku, the maids, seem minor at first but Kohaku's route goes to some incredibly bleak places. Honestly, the maids' stories hit harder for me than the main vampire plot sometimes. Then there's Hisui, who's quieter but her route reveals a different side of things.
You can't forget the side characters either, like Soujuurou Shizuki who gets more focus in the remake and 'Melty Blood', or Arihiko, Shiki's only normal friend. The antagonist, Roa, is a presence hanging over everything, even when he's not on screen.