Mag: Mag is about as dim-witted and annoyingly enthusiastic as you'd expect from a protagonist. I was going to say that he has an excuse since he's obviously no older than 11 while your typical feeble-minded main character is in his late teens or early 20s, but I just looked it up, and Mag is apparently actually 16. I guess I was thrown off by the fact that he stands no higher than a regular-sized adult's waistline, and most of that height is from having a head of unusual proportions even for anime. Maybe that's the problem--his freakin' head's so titanic that the rest of him can barely manage to hold it up, let alone grow higher.
Linear: Once she actually starts speaking and receiving tiny tidbits of character development, it is made very apparent that Linear is a complete moron. When main villain Yurka, a guy that Linear has known for an entire 3 days and over the course of those days only actually met thrice for about 5 minutes at a time, comes out of nowhere and accosts Mag, who took Linear in years ago and has been her constant companion, friend, caretaker, and protector since meeting her, and starts being nasty and threatening, Linear's first impulse on seeing them not getting along is to jump in and take Yurka's side. How dare Mag get upset about somebody he doesn't know speaking threateningly to him! Way to have a handle on the ideas of friendship and gratitude, Linear. Then Yurka convinces her that she's just a burden to Mag and should come with Yurka to stop being so much trouble for Mag, which would be maybe a little more convincing an argument if Yurka's intentions for Linear weren't to have her help him revive an ancient mech suit of destruction with which he can eradicate humanity. Somehow it doesn't occur to her that Mag might actually consider her co-piloting a robot suit that destroys everything he knows and loves to be more of a burden than just letting her freeload at his place.
Actually, she reminds me of Tales of Symphonia's Genis, the dipshit for whom choosing between the friend he's known for about 2 hours and the friends and family he's grown up with and loved for all his life, all of whom said new friend intends to kill or sacrifice, is a major moral conflict. Same general idea, really, just somewhat (not much) less absurd and idiotic with Linear's scenario.
Gre: Gre is Mag's butler. His loyalty is an awfully odd thing--Mag's family is just shy of bankrupt so Gre can't be getting paid, and Mag is an idiot who screws up almost everything he touches and continually manages to drive the family into greater debt. My only explanation for why Gre has stuck around is that the family went bankrupt before he got a final paycheck, so he's just desperately hoping that Mag will accidentally strike it rich one day and Gre can finally collect years of back-pay and move on with his life. That, or the family has one massive life insurance policy on Mag, and Gre's sending him into these dangerous ruins armed only with a mechanical hand and his malfunctioning wits with the hopes that he'll have an accident and Gre, as the closest thing to an inheritor that the family has after Mag's gone, will finally get his freedom and a chunk of change to go with it.
Chain: Remember Rebecca from Wild Arms 5? The girl whose entire character development was centered around romantic feelings that she never acted on or had closure for? Chain is like that, only the romantic feelings that comprise her entire personal stake in the plot aren't just never acted on--they're barely even mentioned.
Pepper: Pepper is a flighty, flirty, attractive woman. That's about it. Oh, and there's this one special ability she has where she restores Mag's HP by shoving her melons into his face. I don't care how old the game says he is, how much he clearly enjoys it, or how low his health is--he's still a squat, baby-faced midget, and I still pointed at the screen and yelled "BAD TOUCH! BAD TOUCH!" when I saw it.
Carcano: Carcano is a hardened criminal, a bandit accustomed to museum heists and armed, violent train robbery. Yet as soon as Mag beats the crap out of him in battle, he suddenly becomes the most good-natured, smiley buddy to the kid that can be imagined. Oh RPGs, you and your ridiculous "If you can prove you're wiser than me by beating my face to a raw fleshy pulp, I'll do whatever you want forever" policy.
Yurka: "Dude, I have known you for 2 days, and during that time you've stolen the shit I worked my ass off to acquire for a museum, turned my semi-adopted sister-figure and/or girlfriend against me, and tried to murder me every time you've seen me. Now that I've finally whupped your ass for good, you can't even have the dignity to die like you lived and stick to your convictions? NOW you're gonna spew this bullshit about wanting to be my friend? Fuck you, asshole, I don't think so!" --What Mag SHOULD have said to Yurka during Yurka's dying moments.*
* To compound just how annoying and dumb Mag is, this is more or less what Mag actually did say at the time: "Of course we can be friends, Yurka! We'll always be friends, and we always were! We were just too busy with me smashing you in the face with a hammer the size of 3 men and you attempting to incinerate me with a beam of fire to notice our great friendship! BFF forever, girlfriend-stealing guy I met yesterday with aspirations to enact Armageddon on humanity!" I am barely exaggerating.