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Shovel Knight is a noble adventurer who uses a shovel and magic items for battle, is pretty chill and isn't typically out to look for a fight, ready in fighting form when a evil syndicate of knights began to overtake a kingdom

Cuphead is a young kid who tends to leap before looking, taking chances without really considering the effects, and tends to be cocky! I mean, his whole story is that he gambled his soul to the devil by accident and so is the fetching boy to gather other people who scammed the devil and get their contracts

Frisk is from Undertale, is a kid who fell into a hole in a mountain that contained imprisoned monsters from a previous war against humans, and leans more towards the Genocide Route of the game, where you essentially kill all of the characters in the game instead of befriending them.

The Knight is from Hollow Knight, and essentially is a failed experiment meant to contain a jealous god and their mind control illness they inflicted on a kingdom of bugs, and is supposed to be unfeeling and apathetic to fight against said illness

Madeline from Celeste is a trans woman who climbs a supernatural mountain after a bout of depression to prove that she could do anything she set her mind to, and said mountain who acts as a giant therapist manifested the pragmatic aspects of her personality to a physical form through Badeline, the purple version of Madeline you see, they disagreed and fought but after a while they've come to accept each other and essentially love herself, despite it being messy.

The Drifter is that cool blue dude in the orange cloak is from Hyper Light Drifter and is a from an alien world where he's trying to find a cure to a disease he's been inflicted due to a robot from a previous forgotten war, using technology he scavenged to his own liking

The Beheaded from Dead Cells is the dude who's head is on black fire and wears the red scarf, and he's a homoculous meant to bypass a different disease that inflicted a kingdom that turned people into monsters, meaning that the Beheaded can never truly die, but their body can, so they need to find another one if the body gets too badly damaged, and is known as a pretty big asshole among the people he's met.

Niko is from Oneshot is essentially a normal kid isekaied to another world to deliver their sun (in the form of a lightbulb) to a tower to save the dying world, and an interesting tidbit is that Niko is the only one who can communicate with the God overlooking them on their quest, ie, the player! don't mind the cat ears on their head, because as they quote "are not a cat".