Ananta
Ananta is the cosmic serpent that is often seen with Vishnu as part of his avatar.
Arjuna
Arjuna is the central figure of the Gita. He is Krishna's disciple, and asks for the deity for help when he has to fight his own family in order to take command of a kingdom that is rightfully his brother Yudhishthira's. He is one of the five Pandava brothers, and next in line to take over Hastinapura. At first, Arjuna is weak of heart, unsure how he can fight his kin for a kingdom. But Krishna shows him that fighting and ruling is his cosmic duty.
Aryaman
Aryaman is mentioned in passing in the Gita as a God in the Vedas who was an ancestor of mankind.
Ashvatthama
Ashvatthama is also mentioned in passing in the Gita, and should be noted only as a great archer and warrior, who is Drona's son.
Bhisma
Bhisma fights against Arjuna, as one of the elders of the opposing Kaurava family. Arjuna and Sanjaya make it a point to extol Bhisma's courage and will.
Brahma
Brahma is one of the most revered Hindu deities, and is also known as the Creator. Brahma shouldn't be confused with Brahman, which is a concept, as opposed to a manifested deity.
Buddha
Krishna makes reference to the Buddha, or Siddhartha Gautama Shakyamuni, who renounced all material possessions and his worldly life to seek enlightenment. He found nirvana in the course of his journey during the sixth century B.C.
Dhritarashtra
Dhritarashtra is the king of the Kurus. Blind since birth, he serves as the king of Hastinapura, but is not the rightful ruler. The Gita begins with Dritarashtra aiming to keep the kingdom in the hands of his family, and willing to battle against Arjuna, the rightful heir, in order to keep it. Dhritarashtra's sons are the Kauravas, who fight against Arjuna and his Pandava brothers.
Drona
Drona is the general of the Kaurava army who fights against Arjuna and his Pandava brothers.
Duryodhana
Duryodhana is the son of Dhriharashtra, who tries to bequeath him a kingdom which isn't rightfully his. Duryodhana, then, is the antagonist of the upcoming battle documented in the Gita, and Arjuna's chief enemy in battle.
Gandiva
Arjuna's bow, gifted from the deities, is called gandiva
Garuda
Garuda is the eagle which serves as the deity Vishnu's form of transport
Indra
Indra is mentioned in the Gita as the god of battle.
Janaka
Janaka is referenced by Krishna as a king in ancient times who was wise, ruled effectively, and found a saatvic way of presiding over his people.
Kauravas
The Kauravas are the sons of Kuru, or rather the sons of Dhritarashtra. Duryodhana and his brothers are the Kauravas and they fight against Arjuna and the Pandavas.
Krishna
Krishna is technically an incarnation of Vishnu, and is the main character of the Gita. Here in battle, he serves as Arjuna's charioteer, and comes to earth precisely to help Arjuna see his dharmic duty. In the Gita, Krishna asserts full ominpotence as the ultimate deity, and reveals both his human and most divine form. Krishna's name literally means 'The Dark Lord.'
Madhava
Madhava is another name for Krishna.
Manu
Manu is known as the father of the human race, or the "first man" of mankind.
Pandavas
The sons of "Pandu" are the Pandavas, and include Arjuna and his brothers Bhima, Nakula, Sahadeva, and Yudhishthira. Arjuna and the Pandavas have to fight the Kauravas for the kingdom of Hastinapura because the Pandavas have the rightful claim to it. The Pandavas are considered the forces of good in this battle, while the Kauravas are considered the forces of evil.
Pritha
Pritha is mentioned in passing as Arjuna's mother.
Rama
Rama was the son of Dasharatha and the king of Ayodha. He is famous for being the titular hero of the Ramayana, who slayed the demon Ravana to rescue his wife Sita. Rama, like Krishna, is an incarnation of Vishnu.
Sanjaya
Sanjaya is the wise sage who recounts the Gita epic to the blind king Dritarashtra, who cannot witness what is happening on the battlefield.
Shiva
Shiva completes the "Trinity" of deities with Brahma and Vishnu -- and is also known as the Destroyer.
Vishnu
Vishnu is the Preserver, responsible for maintaining the cycle of dharma and karma in the world -- and thus comes to the earth in various incarnations, including Krishna, to right the balance of good and evil.
Yudhishthira
Arjuna's brother, and the rightful heir to the kingdom.
