There's no way to know for sure without more information. It could be a young child who has to endure a difficult life situation in the sad story. Or it could be an old man looking back on a life full of regrets. Maybe it involves a group of people, like a family or a community that has to deal with a sad event together.
Given the lack of information about 'the sad story', the main characters could be various. It might be a couple whose relationship is falling apart due to misunderstandings and external pressures. They could be the central figures in this sad narrative. Another possibility is a single individual who has lost all hope in life because of continuous setbacks. There could also be a story centered around a group of friends where betrayal and loss occur, making it a truly sad story.
Another possible main character could be a wise old mermaid. She might have tried to warn the sad mermaid about the consequences of her actions, like falling in love with a human or making a deal with a sea witch. Her warnings, though well - intentioned, might have been ignored by the sad mermaid, leading to her current sad situation.
The sad prince is the central figure in the story. There could be other characters such as the poor citizens in his kingdom. They are important as they are the ones whose suffering the prince witnesses. Maybe there is also a messenger or a court jester who adds some color to the story and helps to show different aspects of the prince's character through their interactions.
I'm not sure as the title doesn't give specific details about the characters. But usually in a sad love story, there would be a couple, like a man and a woman in love. Maybe there's a protagonist who is deeply affected by the sad events in the relationship.
One possible main character could be a Pikachu that lost its trainer in a storm. The Pikachu then has to search for the trainer all alone, facing all kinds of dangers in the process.
Since I don't know the exact 'Sad Knight Story', it could have the sad knight as the main character of course. There might also be a damsel in distress he is trying to save or a villain who caused his sadness.
The main character in the 'the sad clown story' is surely the sad clown. However, there could also be some supporting characters. For instance, there might be a young child who befriends the clown and tries to understand his sadness. Or there could be an old mentor figure who has some wisdom to offer the sad clown in dealing with his emotions.
Since we don't have much information about 'the pearl sad story', it's difficult to say who the main characters are. But it could be a pearl diver who found the pearl, or the person who the pearl was given to.
If the'sad doll story' is about a haunted doll, then the main characters could be the doll and the people who encounter it. The doll might have a malevolent spirit inside it, and those who come across it, like a curious collector or a family that moves into a new house where the doll is found, would be the other main characters. They would experience strange and sad events related to the doll.
Since I don't know the exact 'the sad camel story', I can only guess. Most likely, the main character is the sad camel itself. There might also be a camel herder or other animals in the desert that interact with the sad camel.
Since I don't know the exact'sad gamba story', it's hard to say. But it could be Gamba as the main character, and perhaps there are other characters like Gamba's friends or family members who play important roles in the story.