Georgie is a thirteen-year-old girl living in Placid, Wisconsin, in 1871. She prides herself on her precise accuracy as a sharpshooter and genuinely enjoys working at her family's general store. When Agatha goes missing and the town discovers a mutilated body wearing her dress, Georgie packs her rifle and supplies to independently investigate the disappearance. She prefers the predictable safety of her hometown and struggles when situations deviate from her plans.

Billy is the nineteen-year-old son of the local sheriff. He is an experienced horseman who knows how to survive in the wild. Though he has a new fiancée, he carries lingering emotional attachments to Agatha after she rejected his marriage proposal. He unexpectedly joins Georgie on her journey to Dog Hollow, acting as an uninvited but essential guide.

Agatha is Georgie's older sister, a beautiful and headstrong young woman who feels confined by the societal expectations of Placid. She values intellectual growth and desires to attend university in Madison. She refuses to simply marry for stability, preferring the freedom to forge her own path. Her sudden disappearance and the subsequent discovery of a mutilated body wearing her blue-green dress set the story in motion.

As the patriarch of the Burkhardt family, he runs the local general store in Placid. He holds traditional views regarding gender roles, expecting Georgie to eventually manage the business due to her head for numbers while pushing Agatha toward an advantageous marriage. He acts as the ultimate authority figure in the girls' lives.

Mr. Olmstead is the wealthy owner of the local hotel in Placid. He is an older, established businessman who recently began courting Agatha, much to the chagrin of Billy and the confusion of Georgie. He possesses an extensive library, which heavily draws Agatha's interest.

Mr. Garrow is a redheaded farmer living in an isolated area near Dog Hollow. He operates a hidden counterfeiting ring out of a nearby cave. He becomes a direct, physical threat to Georgie and Billy when they accidentally uncover his illegal operation.

Georgie and Agatha's mother remains primarily in the background, overwhelmed by the tragedy that has struck her family. She is devastated by the supposed death of her eldest daughter and struggles to maintain the household mourning the loss.