Since your question is a bit broad I will focus my answer on the main character Bruno. Throughout the book you undoubtedly will notice how innocent Bruno is. He often misunderstands the names of people (he confuses "The Fuhrer" with Fury), places (he confuses Auschwitz with out-with) and the gravity of his situation. Bruno lives outside of the death camp and often goes to the fence of the camp; there he is truly oblivious to how emaciated the prisoners are and his friend Shmuel's often frightened demeanor.
Bruno is also an adventurous character. This makes sense considering he is a bored young boy in a new place. The whole reason Bruno meets Shmuel is because he explores the woods behind his house even after being told not to.
Lastly, Bruno is compassionate. On several occasions Bruno brings food to his starving friend Shmuel even though he knows he might get in trouble with his parents if caught. In the ultimate example of innocence and compassion Bruno sneaks into the death camp in order to help his friend find his missing father. Unfortunately, this leads to the senseless death of both these children.