Ivan Belkin
This hypothetical character offers his name to these stories, and in the prologue, we learn that he was a sensitive guy from Goriukhino, a village in which he was eventually left as an orphan. Although Belkin dies in 1828, he passes along these stories which have made it to print. He is a fictional character, but perhaps there was a real Ivan Belkin of a different name. Perhaps the real author is simply Pushkin, whose name shares a syllable anyway.
Silvio
In "The Shot," Silvio is a fighter and ringleader. He ends up in a duel where he is almost killed by a calm assailant who eats cherries while exchanging shots. He saves his bullet for another time, understanding that he has been bested, and then he re-challenges him when the opponent gets a hot new girlfriend. This time, he wins, but he spares his opponent anyway.
Vladimir and Maria
This young couple is learning the ropes of marriage and courtship in "The Blizzard." Because of inclement weather, they are isolated in the church they are to be married in. The priest accidentally marries Maria to someone else, and Vladimir loses his wife on a mistake. He dies in war. Maria ends up with the same man she accidentally married, but years later, and at first she doesn't recognize him.
Adrian Prokhorov
In "The Undertaker," this man is neighbors with a guy named Gottlieb, and he attends an event where they all tease him about working with the dead. Adrian is an undertaker by trade. When he sees his dead in a dream, all the dead, decomposing bodies are reanimated, and they hug him. They love him, but he is horrified.
Dunya
The daughter of "The Station Master" is Dunya. Her mother has died, so she stays single and unbetrothed while travelers pass through. She is approached by suitors, but her father is such a reckless alcoholic that the story detours, and Dunya soon watches him die of loneliness and misery.