Obi-Wan Kenobi makes an appearance in all six films. He's a young man in episode one and a ghost in episode six. The audience sees Obi-Wan develop his skills as a Jedi Knight and trains both Anakin and Luke Skywalker in the ways of the "force," the spiritual power that guides the Knights. Obi-Wan was trained by Yoda, a tiny, green creature that nevertheless was a great Jedi Master. Yoda emerged from seclusion to help Luke after the physical death of Obi-Wan.
Anakin Skywalker is seen as a sweet little boy in "The Phantom Menace." By the middle of "Revenge of the Sith," the last film of the second series, his anger, ambition and the manipulation of the Emperor lead him to accept the "Dark Side" of the force. After suffering multiple physical injuries in a fight against Obi-Wan, he is placed in a intimidating black suit and becomes the Sith Lord, Darth Vader.
Luke and twin sister Leia are the children of Darth Vader, though they don't know their relationship to each other or Vader when they're introduced in episode four, "A New Hope." That episode, which was really the first film from 1977, shows Luke as a farm boy who accidentally gets caught up in the rebellion against the Emperor. Leia is a Princess and a leader of that Rebellion. Luke goes on to becomes the key Jedi Knight and ultimately helps his father find redemption.
The Jedi split up the twins to keep them safe from Vader. While Luke went to a relative, Leia was given to the royal family on the planet Alderaan. Leia is captured by Darth Vader in the early moments of the actual first film, though neither is aware of their connection.
Han Solo and his sidekick, Chewbacca, a giant ape-like creature, are the comic relief in the early films. Solo's need for money makes him accept an offer from Obi-Wan to fly himself, Luke and two 'droids away from Luke's home planet. Solo ultimately gets involved in the fight against the Empire and helps rescue Leia, who becomes his love interest.
C-3PO and R2-D2 are the droids that help the main characters battle the Empire. Even though the small, dome-shaped R2-D2 does not say a word, his personality comes across with his little beeps that C-3PO translates. C-3PO is a golden "translator" droid shaped like a human. The second tier of films revealed he was actually made by Anakin before Anakin turned evil.