Commander/Admiral Zhao is a ruthless power-hungry officer in the Fire Navy who wants to capture the Avatar for his own glory and to impress the Firelord and is certainly not going to let a spoiled bansished teenage Prince get in his way. Unlike Prince Zuko, who at least you feel a little sorry for, Zhao is bad to the bone with little moral character or honor. He and Prince Zuko often confront one another in their quest to capture the Avatar first. (At the end of the First Season, Zhao meets a dramatic demise)
Avatar Roku is the Avatar before Aang who now lives in the Spirit World. He was a powerful Firebender who lived one hundred years ago and had kept the Fire Nation in check in their quest to dominate the world. When Roku suddenly disappeared and the new Avatar didn't reappear, the Fire Nation pressed their advantage and started the war. Aang sometimes needs to contact Roku for guidance. The problem in the first season is Aang doesn't know how to do this. His first encounter with Roku started with the episode "Winter Solstice" when Aang accidently found himself in the Spirit World and Roku was able to contact him. Since then, Aang has been trying to figure out a way to do it himself.
Monk Gyatso was a master airbender in the tribe of Air Nomads and Aang's teacher. He and the rest of the Air Nomads were killed a hundred years ago after by the Fire Nation sometime after Aang disappeared. Without parents of his own and raised by the monks, Gyatso was the closest thing to a father Aang had. Appearing now only in Aang's memories, he is a reminder of all Aang lost.
Firelord Ozai is the current very powerful leader of the Fire Nation. One hundred years earlier his grandfather, Firelord Sozin, started the war. Now as the war is nearing the end, Firelord Ozai is awaiting the return of Sozin's comet which will make him even stronger. It is he whom Aang must defeat before the comet arrives if there is any hope in saving the world and restoring balance. Firelord Ozai demands total and complete loyalty and will not tolerate anyone questioning of his authority even from blood relations as Prince Zuko unfortunately learned.
Mai is the daughter of the governor of New Ozai (formally Omashu) and is quite dangerous with her collection of hidden daggers. (She apparently also has some prior history with Prince Zuko that has yet to be devulged).
Ty Lee is an acrobatic teenager (who seems a little too nice to be hanging around with someone like Azula but nevertheless has her own style of perky evilness) She is extremely agile on her feet and has a neat little deadly talent of quickly jabbing a bender in just the right spots to temporarily prevent them from bending. Few benders can match wits with her agility and speed.