Agamemnon
The titular character of the first play of the trilogy, Agamemnon is a great Greek hero, one of the key figures in their decisive victory in the Trojan War. To please the goddess Artemis and have the winds shift in his favor before the battle, he sacrificed the life of his daughter Iphigenia. This action would have seriously negative consequences, as his wife, Clytemnestra, didn't take it too well.
Clytemnestra
The wife of the Greek hero Agamemnon, Clytemnestra is the main villainess in both Agamemnon and Libation Bearers. Acting out of vengeance for Iphigenia's sacrifice, she plots to kill Agamemnon with her new beau, Aegisthus, whose family has it out for Agamemnon anyway. They wait until he returns and then murder him in the bath.
Aegisthus
A person of some importance in the city, Aegisthus is the lover of Clytemnestra and her co-conspirator in the plot to kill Agamemnon. He is the son of Thyestes, who was forced by Atreus (Agamemnon's father) to eat his own children, so the vengeance exacted on Agamemnon is personal as well.
Orestes
The son of Agamemnon and Clytemnestra (talk about parental issues) and the character after which the Oresteia is named, Orestes is sent away at the end of Agamemnon to live in exile. In The Libation Bearers, he is called by the god Apollo to return and get revenge on his mother for killing Agamemnon. He does so, then is forced to flee before and during The Eumenides in order to escape the vengeful Furies, who are incensed by his matricide.
Electra
Daughter of Agamemnon and Clytemnestra and sister to Orestes, Electra is a somewhat major character in The Libation Bearers, where she meets Orestes at Agamemnon's grave and schemes with him about how to enact his vengeance on their mother. In case you haven't realized yet, this is a seriously messed-up family.
Pylades
Orestes's cousin, whom he brings on his vengeful quest in The Libation Bearers for a reason that is never fully explained. Pylades is pretty much just there to stand around and remind Orestes of Apollo's instructions.
Apollo
The Greek god of archery, music, prophecy, and several other things. He instructs Orestes to return to his homeland and kill his mother, Clytemnestra, out of revenge for killing Agamemnon. He also appears as an interventional force in The Eumenides on behalf of Orestes.
The Furies
Ironically named "The Eumenides" ("The Kindly Ones") at the end of the third play, the Furies are a group of monster-esque goddesses of vengeance. They get angry at Orestes for killing his mother and subsequently chase him all over Greece. Finally Athena intervenes and holds the first court case in history, and in the aftermath of the "not guilty" ruling, Athena gives the Furies dominion over Athens and renames them "The Eumenides," essentially telling them to behave themselves.
Athena
The Greek goddess of wisdom. When Orestes is running from the Furies, she intervenes and holds an official court case to determine his guilt. She is given the deciding vote, and she decides in favor of Orestes, setting him free and giving the Furies new life goals.
