Well, of course, Arthur Morgan himself is the central character since it's about being reborn as him. But often, other characters from the original game like Dutch, Hosea, and John Marston also play important roles. They interact with the reborn Arthur in different ways, sometimes being skeptical of the changes in him, other times being inspired by his new ideas.
The main characters also include the antagonists in the game world. The reborn Arthur has to deal with them in different ways. For example, the bounty hunters or rival gangs. His new - found knowledge or different approach to life might change how he battles or negotiates with these antagonists, making for some really interesting storylines.