This is a question that is difficult to answer, because really Cisneros presents us with a huge multitude of different characters in her vignettes, and all of them are of course significant in building up the convincing portrait she paints of life for a Latino immigrant in the United States. If we have a look at this novel as a whole, however, I would argue that the character with most influence on Esperanza and on the themes of the novel as a whole would be three characters: the three sisters that are introduced in the vignette with this name.
This is because it is the three sisters, who are described as being able to see the future, look at Esperanza, and clearly are able to read her and see her future. The sisters confirm that Esperanza will achieve her dearest wish, which is to leave Mango Street, but at the same time, they challenge Esperanza's thinking in making her see that as much as she desires to leave Mango Street to pursue a different life, she also is indelibly marked by Mango Street and has a responsibility towards the women whose lives she pities:
When yo leave you must remember to come back for the others. A circle, understand? You will always be Esperanza. You will always be Mango Street. You can't erase what you don't know. You can't forget who you are.
The importance of setting and community and also identity is thus highlighted through the three sisters, making them the characters with the most influence in this text.