You can get more info on the actors from the Internet Movie Database entry
Sarah - Played by Jennifer Connelly. The heroine of the original story, she has to make her way through the Labyrinth to save her baby brother whom she accidentally wished there. She and Hoggle are the two main characters really being the two that change the most, Sarah goes from a selfish child living in a fantasy world after the trauma of her mother leaving to a self-assured and caring person who can let go of her things to save the people who matter. She rejects Jareth's offer and leaves the Labyrinth. Her second name is established as Williams in the book. There have been several fics written in which she returns to the Labyrinth, often to return specifically to Jareth, such as Ways of Goblin Magic by Rachel Bradley.
Sarah's Father and Stepmother -
Played by Christopher Malcolm and Shelley Thompson, they only appear briefly at the start of
the film but have recurred in later fictions.
Toby -
Played by Toby Froud. Sarah's baby half-brother, her stepmothers child. He has appeared in
several fics as an older child or teenager.
Jareth - The Goblin King
Played by David Bowie. Theories abound as to who Jareth is and what that means. Some consider him a creation of Sarah's mind along with the rest of the Labyrinth. Others say he is a Goblin himself and that the form we see may not be his true form. Others consider him a faerie, he has been related to characters such as Oberon (In Search of New Dreams by Rachel). Others consider him human, originally from Earth before he somehow entered the Labyrinth and became it's
ruler (The Amethyst Saga by Amethyst). Other arguments still reign over whether he loved Sarah or not and whether he is good or evil. He also appears in the form of an barn owl in the movie.
Hoggle -
Voice by Brian Henson, movements by Shari Weiser. Hoggle is named towards the end as a dwarf.
He starts the film as a selfish, greedy character and ends it as a true and brave friend to
Sarah and the others. His job appears to be to watch the gate to the Labyrinth and
keep the fairies from getting too populous.
The Worm - Voice by Timothy Bateson. A very small part (in many ways) but a favourite of many fans. The worm lives inside the outside wall of the Labyrinth with his wife and his home has a door just opposite one of the invisible doors into the second level of the Labyrinth. He may only be a little blue worm but he can talk and his wife makes a cracking cup of tea. In "Worm Life" by Irishcreme the worm was given the name Willum and his wife was characterised and named Elsa.
The Guardians of the Doors - These appear to be goblins, though they could be something else as they slightly resemble dogs. They guard the doors that lead either to the castle or to "certain death" and there are four of them, two to each door, or there are two with two heads and four hands and feet each. They wear a suit that makes them look like a face card with one sticking it's head out the bottom and one out the top. The heads at the bottom don't know
anything and the ones at the top do, but one of them always tells the truth and one of them always lies.
The Wise Man and his Bird -
Voice by Michael Hordern (man) and Dave Goelz (bird). The Wise Man appeared in the hedge maze
and the bird is either a hat or actually part of his head. He dispenses cryptic information in
return for gifts. My theory is that after a certain period the human-like inhabitants of the
Labyrinth go from youth to senility with no gradual decline.
Ludo - Voice by Ron Mueck, movements by Ron Mueck and Rob Mills. Ludo is a large hairy, horned creature who walks upight but slouched and appears to have the intelligence of a slow ape but with the ability to speak.
The Door Knockers - Voices by David Healy (right) and Robert Beatty (left). Two metal gargoyle like door knockers on the doors between the hedge maze and the forest. Knocking with them opens the doors but they can also talk despite one being made deaf by the ring through his ears and the other having to mumble as his ring is held in his mouth. They appear reasonable intelligent and resigned to their position in life.
Sir Didymus and Ambrosius -
Voice by David Shaughnessy. Sir Didymus was the guard of the bridge across The Bog of Eternal
Stench which somewhat damaged his supposedly keen sense of smell. He rides a sheep-dog dog
called Ambrosius. He is an intelligent fox which walks upright.
The Ballroom Dancers - The ballroom dancers appear human but there is question as to whether they are simply a dream or an illusion. They have been marked as real by some, they were people who accepted Jareth's offer in MadMarian's Dreamer at the Dance and one of them was Jareth's Mother Dara in Lost Love found Again by Cecilia Reynoso.
The Junk Lady -
Voice by Denise Bryer. An old lady carrying around all her possessions on her back among the
junk piles outside the walls of the Goblin City. It appears that this is what happens to some
of the people who try to get through the Labyrinth but can't give up their obsession with their
own possessions.
The Goblins -
Jareth's subjects and the inhabitants of the city surrounding his castle. They are short and generally ugly
but taking many forms. Some are winged, some have horns or tusks, they are female and male. They do various
jobs around the Labyrinth such as soldiers, guards, cleaners etc.
The Fairies -
Unlike fairies in most tales these are basically very pretty pests. They resemble the Tinkerbell style
fairy being female and about the size of a hand but buzz around plants and bite if you get too close.
The Pavement Elves -
These are vey small, about a foot high, and live under the stones of the walled maze. They don't take kindly
to people desecrating the stones and may play a part in rearranging the Labyrinth.
The Helping Hands and the Eye Lichen -
The hands appear to be like a plant/lichen growth (somewhat like the eye lichen) but they can form faces which
can talk. The eye lichen doesn't talk but does make quiet ooing and ahing noises as it watches what's going on.
The hands appear to be subterranean while the eyes grow topside.
The False Alarms -
These are large rock faces which warn you of impending doom (real or not).
The Snappers - Ugly, near blind creatures which can be carried on sticks as a weapon. They have large jaws and hairless unfinished bodies, looking almost foetus like.
The Fieries -
They live in the forest and don't appear very intelligent although they can talk and start fires. They are
more like animals than people and can remove parts of their bodies at will.