Obviously, the main characters are the two Deadpools. They are both versions of the same character but with potentially different backstories and personalities in this graphic novel.
Lady Deadpool is a character who emerged in the comics with similar chaotic and irreverent traits as Deadpool. She has her own adventures and interactions within the comic world. Her appearance and abilities often parallel those of Deadpool but with a feminine twist.
The Deadpool comics were written by a number of creators, but Fabian Nicieza and Rob Liefeld are often credited as the key figures behind the character's initial development.
Well, Deadpool is a tough character to put down for good in the comics. His healing factor usually saves him from any attempts at a fatal end. But there have been storylines where it seemed like he might die, only to come back stronger.