Montressor and Fortunato are the primary characters. The setup for predator and prey begins in the first line:
"The thousand injuries of Fortunato I had borne as I best could, but when he ventured upon insult I vowed revenge."
We learn our villain's name for the first time close to the end, when Fortunato, cries out, "For the love of God, Montressor!"
There are no other characters directly involved; Fortunato and Montressor are completely alone. However, in order to lure Fortunato into the catacombs, Montressor engages in some name dropping, mentioning Luchesi, a wine connoisseur. He tells Fortunato:
"As you are engaged, I am on my way to Luchesi. If any one has a critical turn, it is he...".
"Luchesi cannot tell Amontillado from Sherry."
Another indirect reference is also issued from Montressor, who alludes to the greatness of his own family:
"The Montresors," I replied, "were a great and numerous family."
Other indirect characters are the Masons, a secretive, exclusive sect. Fortunato is a member:
He laughed and threw the bottle upwards with a gesticulation I did not understand.
I looked at him in surprise. He repeated the movement - a grotesque one.
You do not comprehend ?" he said.
"Not I," I replied.
"Then you are not of the brotherhood."
"You are not of the masons."
"Yes, yes," I said...
The direct characters in the story are the unreliable narrator Montresor and his arch nemesis, though he doesn't know it, Fortunato. We know the actions, thoughts and feelings, although somewhat skewed by our unreliable narrator of these two characters.
The indirect characters are Luchesi and the servants of Montresor. Luchesi is only mentioned, he has no direct interaction with either character during the story, but he is a known wine connoisseur and Montresor uses his knowledge of wine to bait Fortunato, also a wine connoisseur, to come along and taste the rare amontillado. Montresor's servants are also indirect characters. They are mentioned simply to set the stage that Montresor is very distrusting of people and that his estate will be empty for the night he plans to exact his revenge.