Ninten
Ninten is the primary character in the game, and the one that you control from the beginning of the game to the end. Ninten is the most well-rounded of the playable characters. He's good at physical attacks and boasts mostly healing and assistance PSI. He can use baseball bats as very effective weapons.
Lloyd
Wimpy and cowardly, yet intelligent and deviant, this prodigy is fascinated with rockets and all sorts of technological weaponry. However, he's always picked on, so he may need some encouragement to bring out his best. He has no PSI powers. Instead, he can make use of items such as bombs and plasma guns which are only good for a few uses. While generally weaker than Ninten early in the game, he can become a reliable fighter by the end.
Anna
Anna may be the weakest phsyical fighter in the game, but she is far and away the most powerful PSI user, learning many offensive techniques that are unique to her. In addition to her strong attack techniques, she also learns more powerful varieties of healing than Ninten does, and generally faster than he does. Despite not doing much damage with her preferred weapon, frying pans, the game becomes significantly harder if you lose her in battle.
Teddy
As the boss of the Bla Bla Gang, Teddy makes a terrible first impression, but he warms up to Ninten and shares his desire to avenge his parents' deaths. He will replace Lloyd for a time, and like Lloyd, he can't use any PSI powers. Unlike Lloyd, he's a power house of a fighter, preferring bladed weapons and doing tremendous damage with them.