The Young Boy is a curious, elementary school-aged narrator who lives on Marshall Road with his family. He patiently listens to his father's extravagant tale about fetching milk, acting as a reliable first-person perspective for the framing narrative. He enjoys playing games on his device, holds a strong interest in dinosaurs, and occasionally questions the logical mechanics of his father's wild claims.

The Children's Father is a spontaneous, somewhat disorganized man who struggles with everyday household tasks like heating frozen meals or remembering to buy groceries. Beneath his absentminded, newspaper-reading exterior, he possesses a vibrant imagination and a strong dedication to entertaining his children. He spins an elaborate, time-traveling tale to explain his delay in returning from the corner store with the morning milk.

Professor Steg is a time-traveling Stegosaurus inventor from 150 million years in the future. She possesses a deep, booming voice and travels in a hot air balloon equipped with a time machine. She acts as an optimistic and empathetic problem-solver, determined to gather the necessary components for her device while helping her new human companion return to his own era.

The Boy's Younger Sister is a spirited young girl who plays the violin and adores ponies. She frequently interrupts her father's story to inject her own preferences. Her active imagination leads her to request the appearance of misunderstood vampires and colorful horses within the unfolding tale.

The Mother is a successful lizard researcher who runs an efficient and organized household. She prepares labeled frozen meals and dictates the daily schedule before departing for her academic conference, leaving the children in their father's somewhat capable care.

The Queen of the Pirates commands an 18th-century pirate vessel. She offers her newest captive a stark choice between joining her crew or facing a gruesome death, though she remains surprisingly polite during the recruitment attempt.

Splod is a volatile volcano god revered by ancient jungle worshippers. His followers believe that a specific green jewel must remain in place to prevent him from triggering devastating eruptions, making him a central figure in the quest for time-machine parts.

Mister Ronson is a local acquaintance from the neighborhood. A brief conversation with him outside the corner shop serves as the mundane real-world catalyst for a severely delayed breakfast.