Jerkass Woobie: Kayin can be moody, cynical, mean-spirited and not exactly a team player. He's also one of the most tragic figures in the series, with a legitimately bad past and genuine regret for the not-so-nice things he's done.
Moe: Ellis. She's so moe, it's almost obscene. Also Puella in 4.
Narm: The first game (including Redux)'s voice acting is laughably bad, especially Fo Fai's.
In the third game, each of the "bad guys" has Sho Shinjo as the last opponent. Leon is one such bad guy. His ending, in a nutshell, says that he finally gained his victory over whoever (probably Eiji), but he cannot be truly satisfied until he's defeated...Sho Shinjo.
Stoic Woobie: Gaia. He lost his wife and son because of Uranus' machinations, and he's unable to see his daughter because that would make her a target as well. You can't not feel sorry for the guy... but does he feel sorry for himself? No sir.
True Neutral: Sho Shinjo. He's indifferent, not good, not evil, not anything. To be more accurate, Sho fights because he thinks the Toshinden is the tournament and doesn't get involved with other storylines.
Viewer Gender Confusion: Master. In the English version, she is referred to as he. Lancelot is even worse, as he looks, acts and sounds just like a girl.