When you are analysing a story, the important thing to keep in mind about characters (i.e. the fictional 'people' who 'live' inside stories) is that they are just that: fictional. They are the imaginary creations of a writer's mind. And yet, sadly, so many students fall into the mark-losing trap of writing about characters as if they - and what happens to them - are real.
Characters are created by a writer for a purpose - they, as with the setting, the plot and the story itself, are merely a means to an end; a kind of vehicle for the author to use to promote a way of thinking about some aspect of life. Characters help writers because they provide a realistic and believable way to help a reader relate to the story. As readers, we either empathise or dislike characters and it is this that tricks us into thinking they are somehow 'real'.
Characters are created to help a writer develop persuasive themes or ideas. They are 'made' simply from words through a process called characterisation. Characterisation needs several techniques to be successful. Here are the main ways: description; how characters speak and what they speak about (the way a character is given to speak can help us form judgments about them - often stereotypically, of course!); what a character does and how they do it; what other characters say about a character; how other characters react when a character is around... and so on.
The main character in a story - sometimes called the 'hero' - is technically referred to as the protagonist. Protagonists have to face up to problems (called conflicts) in their lives created by an 'antagonist'.
Importantly, whenever you discuss a character you should consider why that character is present in the story. This will always, of course, be related to the plot of the story but - most importantly to your essays - characters exists to help develop some aspect of the story's ideas or themes . Whenever you discuss a character always connect the character to the writer's themes.