Avery is the 33-year-old eldest Blue sister and a highly successful lawyer living in London. She took on a parentified role during her childhood due to her father's addiction and mother's emotional distance, creating a lifelong habit of managing others. Now recovering from past substance abuse, she projects an image of perfect control and responsibility while privately struggling to process the sudden death of her sister Nicky. She resorts to hidden rebellions to release the immense pressure she places on herself.

Bonnie is the 31-year-old second Blue sister, currently working as a dive bar bouncer in California. Once a passionate and talented champion boxer, she abruptly quit the sport and left New York after a devastating defeat shortly following Nicky's death. She acts as the stoic peacemaker of the family but frequently represses her own desires, punishing herself for past failures.

Lucky is the 26-year-old youngest Blue sister and a highly successful international model. Strikingly beautiful and outwardly carefree, she travels the world but suffers from profound loneliness, insecurity, and a lack of fulfillment in her career. She relies heavily on alcohol and drugs to numb her emotional pain, rebelling aggressively against Avery's attempts to manage her life.

Chiti is Avery's 39-year-old wife who works as a therapist in London. Coming from a privileged background, she takes pride in creating a warm, elegant domestic life and is eager to start a family. She is generally patient and attempts to support Avery through her grief, though her wife's increasing emotional withdrawal causes serious strain in their marriage.

Nicky is the deceased third Blue sister, whose sudden death from an overdose serves as the catalyst for her family's current emotional crisis. She worked as a high school English teacher in New York City and dreamed of starting a family. She suffered from severe endometriosis, which led to a devastating dependence on prescription pain medication.

Pavel is a former world champion boxer who served as Bonnie's trainer for fifteen years. He works at a boxing gym in New York City and maintains a close, protective dynamic with Bonnie. His decision to call off Bonnie's final fight created a lingering rift between them.

The mother of the Blue sisters lives in upstate New York with her husband. During her daughters' childhood, she often appeared aloof and withdrawn, abdicating much of the parental responsibility to her eldest daughter to cope with her husband's volatility. She prefers to avoid difficult conversations about the family's past.

The father of the Blue sisters is a man whose severe alcohol addiction created a volatile and unpredictable home environment in New York City. His anger and struggles with substance abuse heavily impacted his daughters' emotional development and forced them into specific coping roles.

Charlie is a member of the AA group Avery attends to maintain her sobriety while grieving. He provides a listening ear for Avery as she discusses the painful details of Nicky's illness and death, forming a connection that challenges her usual guarded nature.

Riley is a fellow model whom Lucky initially knows from her time in Paris. He encounters her during a particularly low point and shows unexpected kindness, offering a safe space rather than taking advantage of her heavily intoxicated state.

Troll Doll is an acquaintance of Lucky's who participates in her heavy-partying lifestyle. They share a chaotic dynamic fueled by excessive drug and alcohol consumption in major cities.