Lauren is one of the protagonists and the primary love interest for Junior. She describes herself alternately as a sex worker and a “camgirl”; the latter term denotes a person who films herself performing sex acts or takes pictures of herself in sexual situations, then posts this content online for her subscribers. Lauren confesses that her existing interest in sexuality was intensified by her sexual relationship with Junior, but his abandonment of her during their high school years left her unable to trust others or allow herself to become emotionally intimate with them. Instead, she focuses on improving the working conditions of sex workers, helping her friends, and maintaining the play club, Velvet, of which she is a co-owner. Lauren is happy despite her issues with trust, and she wants to continue to pursue sex work throughout her life—unless she develops an interest in someone who never breaks her rules.

When the novel opens, Lauren has managed to convince some politicians to adopt a piece of legislation that will protect sex workers. As she reunites with Junior, she is portrayed as an independent and dynamic character. Whereas Junior needs to grow from and escape his past, Lauren’s growth is focused on the future. By exploring her feelings for Junior and bringing him into the world of Velvet, Lauren regains her ability to trust and begins to see the pleasure of developing a romantic relationship. Nonetheless, this journey is beset by Junior’s issues with anger and miscommunication, which often send Lauren spiraling into self-doubt and fear. Only by overcoming the barriers that she uses to keep others at a distance does Lauren finally start to build a meaningful relationship with Junior.

Her role in the novel is twofold; she functions as an ideal representative of the sex-working community, and she also fulfills the common romance trope of a supportive romantic interest. As a sex worker, she embodies pride and confidence, showing no shame in her profession and actively sharing her expertise to help others. Lauren is also an effective activist, and her dedication to changing official policies and maintaining Velvet show that she has great love for her work and her community. At the same time, she functions as the nurturing, loving feminine figure who inspires Junior to leave his position in the mafia and move on to a better lifestyle.

Ryan is one of Lauren’s roommates and coworkers. He edits their other roommate, Taylor, and Lauren’s videos and images for posting. Because Ryan is nonbinary, they do not conform to the dominant gender binary of masculinity and femininity, and they/them pronouns are used for Ryan throughout the novel. Because Allen places no particular emphasis on Ryan’s gender identity beyond the use of their pronouns, the character of Ryan stands as a nonchalant representation of the nonbinary community.

Ryan is Lauren’s best friend, having supported her in high school in the aftermath of her relationship with Junior. Ryan initially expresses concern over Lauren’s involvement with Junior, but they ultimately support Lauren unconditionally. When Lauren decides to pursue Junior, Ryan provides support, and when Lauren is hurt, they try to give her effective advice. Ryan also contributes to Lauren and Taylor’s business by providing editing services for both women. Ryan has a romance of their own with Ben, a man whom Ryan hires to help with video editing.

Taylor is Ryan’s foil, though both characters provide unconditional love and support to Lauren. Whereas Ryan might caution Lauren against making a risky choice like meeting with Junior, Taylor urges her to give in to her desires. In contrast to Ryan’s generally calm and controlled demeanor, Taylor is often excited and boisterous, and her actions often create moments of comic relief amid the novel’s more serious themes—as when she jokingly calls Junior a “slut,” or when she whimsically chooses to use a dildo as a weapon. These details frame Taylor as the more bubbly and friendly member of the trio.

Aly and Josh are the main characters of Lights Out, the previous installment in the Into Darkness Trilogy. Aly is a nurse, and Josh works in cybersecurity, but the two met through Aly’s obsession with Josh’s TikTok page, on which he posts videos of himself performing lewd acts while wearing a mask. Josh stalks Aly, which leads to a tenuous sexual relationship that quickly becomes romantic. One of the final conflicts in Lights Out involves Aly’s difficult relationship with Nico Trocci Sr., who tries to extort Josh into joining the mafia while convincing Aly to rejoin the Trocci family.

In Caught Up, Aly and Josh are still together with their two cats, Fred and Maud, though their relationship with Junior’s father has not improved. However, Josh and Junior are now close friends, and Josh helps him to navigate his relationship with Lauren and his efforts to leave the mafia. Aly and Josh play a critical role in Caught Up, serving as the surrogate family that Lauren and Junior need. Instead of attending the Trocci family dinners, Junior and Lauren start going to Aly and Josh’s home instead, along with Moira. Aly and Josh also help Junior and Lauren to envision their life together, and the engagement party becomes a test run for Lauren and Junior’s future relationship. Aly and Josh also provide the connection between Junior, Lauren, Tyler, and Stella, foreshadowing a third novel focused on Tyler and Stella’s relationship.

Nico and Moira Trocci are the parents of Junior and his brothers, Stefan, Greg, and Alec. Moira is a pleasant, boisterous woman who is universally loved, but her husband Nico Sr. is a ranking member of the mafia and becomes the novel’s primary antagonist. In the organization’s hierarchy, he serves under Lorenzo, and he is the source of the two primary conflicts in Junior and Lauren’s romance. Years ago, when Lauren’s father, Tommy, threatened to kill a high-school-aged Junior for dating Lauren, Nico Sr. returned the threat, declaring that he would kill Lauren. This conflict split Lauren and Junior, causing the 10-year gap in their relationship.

In the narrative present, Nico Sr. still views Lauren as a threat to his control over Junior. Previously, in the events of Lights Out, Junior’s father expressed an interest in keeping the Trocci family together, referencing how his own family abandoned him, and Caught Up reiterates his rigidly held values. Ultimately, Nico Sr. does prove himself capable of change, and Lauren reports that he is attempting to reconnect with his love of family and make meaningful changes for everyone.