I'd be put in a difficult spot if I had to determine whether it was Hero's Saga: Laevatein Tactics's plot, characters, setting, music, or battle system that was the least engaging aspect of the extremely ignorable title. But today, for now, let us look at the characters--the ones who aren't random NPCs but actually are recruited through the plot, at least.
Ernesto: Ernesto is our "hot-blooded" hero. I put the quotation marks in there because the game tries, in a halfhearted sort of way, to convince us of how rash and impulsive Ernesto is, more at home fighting than employing strategy (the developers choosing to make him the protagonist of a Strategy RPG seems a slightly stupid decision, now that I think about it). And yeah, I guess he goes through the motions of this, saying that it's the way he is and challenging whoever is in his way to battle and whatnot, but...have you ever seen The Room? Famously bad movie; check out the Nostalgia Critic's review of it if you're not already familiar with it, because it's funny. There's a scene near the end where its main character is having a fit of rage at his cheating girlfriend having left him, and, as the Nostalgia Critic says in that review, it's appropriately over-the-top, yet strangely nonchalant. He's knocking stuff over and asking "why" a bunch, going through all the motions to convince you of his helpless anger, but his tone and expression and listless way of moving just make the whole thing look laughably relaxed. That's kind of what it's like here. Yeah, the game goes through the motions to convince you of Ernesto's one defining trait of recklessness, but it's all so bland and monotone that he just comes off as dull.
Diana: Diana's character confuses me. It SEEMS like she was originally meant to have several interesting points of development in the game, but they all kind of just drop off into nothingness and leave her an utterly generic personality. I mean, there's one point in the game where Ernesto decides that she should adopt a false name so they can better travel incognito, since she's a well-known princess--like Dagger did in Final Fantasy 9. They decide on the name of "Anna" (brilliant cover, guys, make her secret name be part of her actual name). They call her by it for a while, except for occasions where they just don't, and then eventually the need for cover is dropped, and she goes back to being Diana. Nothing really comes of it whatsoever. I admit that Dagger in FF9 didn't have too much of a deal made about her pseudo-name after choosing it, but the idea that it allowed her to move freely through places and meet people she would have been unable to get to as a princess is at least maintained by the game's events and her actions. The monicker Anna changes nothing in the story's events for Diana, does nothing to develop her or those around her...it just fizzles out after accomplishing nothing.
The other thing about Diana that went nowhere was her relationship with Ernesto. Diana's engaged to Ernesto's brother Claudio, but she travels with Ernesto for most of the game away from Claudio. There are a few bits of dialogue at the beginning and middle of this journey that seemed to imply that the game was angling for a love triangle to develop. You know the drill, the 2 of them journeying together through danger, relying on each other, etc. You can even work in the whole thing with the Anna cover name as perhaps being meant to encourage one or both of them to consider "Anna" as a different person from Diana, one free to pursue a relationship with Ernesto...but once Claudio rejoins the party, there's nothing. The idea, if you can call it even that much, just disappears. He asks what the deal is with the Anna name, they say not to worry about it, and Diana goes back to being a dutiful fiancee. Just fizzles out. That's all Diana is, really--a character that you get the feeling was meant for actual development, but just got dropped absentmindedly by the writers.
Claudio: Claudio is the gifted strategist of the game whose clever mind devises the brilliant strategy of sending the 2 people he cares most for in the world as far away from their homes and allies as possible to take on a continent-spanning military empire's armies virtually by themselves. Thankfully for him, the plot basically seems to be making up political situations and geographical scenarios as it goes along that accommodate Claudio's under-normal-circumstances-probably-pretty-stupid plan.
Pablo: Pablo is the faithful servant Claudio sends to help Ernesto and Diana, presumably because he's annoying enough that Claudio just wants him out of his hair. Pablo is about as worthwhile and well-developed a royal servant character as Sancho from Dragon Quest 5. What's that, you say? You don't remember anything about Sancho?
Clefi and Uracca: Based on your choice partway through the game, either Clefi or Uracca will join the party. Do not feel any pressure about which one to choose. Neither will do or say anything important or interesting, ever. Unless you count Pablo's creepy, unrelenting attempts to hit on Uracca, who in addition to making it clear she isn't interested is also, if memory serves, only 15 years old, as being interesting. Then I guess there's some distinguishing characteristic of note...you freak.
Valerie: Valerie is an unassuming girl whose connection to her plot-important father winds up not really being very important overall, leaving the most noteworthy thing about her the fact that she doesn't ever take her armor off. Not exactly prize-winning character depth, but compared to the rest of the game's cast, Valerie's decision not to change her clothes might very well be the most interesting thing this game has to offer.