(This is a really broad question. You may want to narrow it a bit for more specific results.) Each character provides another layer to the story. The Nurse allows us to see a different side of Juliet because she still thinks of her as a child. Remember that all these characters would have been played by men during this time. The plump nurse with a deep voice and silly lines would have allowed for comic relief. Benvolio allows us to see the deeper and hidden side of Romeo's emotions while Mercutio shows us a world of fanciful extremes and wild ideas. The Friar often grounds us in the teachings of the day. He provides a sort of moral compass to our characters. As do all the characters, his mistakes will have disastrous consequences.
Through the friar, Shakespeare is trying to say that the path to hell is paved with good intentions. He means well and wants to help Romeo and Juliet, but his efforts to help them end up backfiring and causing their deaths.
Friar Lawrence is used to gain some perspective on Romeo, since he knows him well. This is somewhat also the job of Mercutio, but he adds wit and flights of fancy that allow him to comment on the bigger picture, even though some of it seems like nonsense.