There is an excellent analysis of the characters at the link below here on eNotes that should help you answer this question, which sounds like an essay prompt.
I will give you a summary that will help you get started on your assignment. Each of the qualities you have listed is illustrated by one of the three characters you have mentioned. Hester illustrates shame. She suffers outwardly for her sin and it takes the form of shame. She must wear the scarlet letter, everyone in town knows about her sin, she is shunned, and must live with paying for her sin because it is out in the open and follows her all her life. She overcomes it, however, because she is better than the society in which she lives.
Dimmesdale illustrates guilt because his sin is not exposed. He is guilty because of this, because Hester is suffering for them both. Also, there is a child, Pearl, who he cannot acknowledge - his own flesh and blood - because he is a coward. His guilt winds up destroying him.
Chillingworth represents revenge. He is intent on making people pay for wronging him. He is prideful, however, to think that HE deserves to be avenged. When he figures out Dimmesdale is the father of Hester's child, he embarks upon his quest of vengeance, but because vengeance belongs to God, Chillingworth is overcome by his evil pursuit and he, too, is destroyed.
The only one that finds ultimate happiness is Hester. Why do you think this is? If you read the analysis here on eNotes, you can find out and ultimately arrive at the theme of the story. Good luck!
The nature of this question lends itself to a very lengthy answer, likely one that could be analyzed in a full five paragraph essay. I will give you some beginning points to help you get started.
Shame, guilt, and revenge are the distinguishing characteristics of each main character. Hester embodies shame, as her sin was made public. Dimmesdale embodies guilt, as he hides his sin but still suffers from it. Chillingworth embodies revenge, as he is the unknown 3rd party victim of this adulterous relationship.
In order to fully answer this question, I encourage you to look at how the identity of each character revolves around his or her corresponding adjective/characteristic from the given list. In analyzing each character separately, you will accomplish the task of "contrasting" them.