The narrator of the story in "Big Me" is Andy, a young adult with a wife and an indeterminable number of daughters. Beyond these family details, and the fact that he suffers regular blackouts, we don't know too much about Andy, but we do know quite a lot about the younger version of Andy who is the main character in the adult Andy's retrospective story.

The young Andy, about twelve years old, is an exceptionally imaginative boy, who spends "a lot of time in (his) mind, building a city." The city that the young Andy builds in his mind has a million people, a cowardly mayor and even a police commissioner. But most importantly it has a detective, a weary, "hardened and cynical" city detective who is an alternative version of Andy. Whereas the real Andy is "the strange kid who wander(s) around talking to himself," and "an outsider even in his own family," the imaginary detective version of Andy solves crimes, kills werewolves and drinks whiskey.

The young Andy's parents are also key characters in the story. They are often fighting, and have a marriage that Andy describes as "dissolving." Andy's mother is sometimes kindly and sometimes quite cruel. She seems to have a somewhat schizophrenic personality.

In Andy's story we are also introduced to his brother, Mark. In the retrospective story the young Mark is very depressed, and seems to bear the brunt of the fighting between the parents, so much so that he tries to commit suicide. The older Mark is not suicidal but still very bitter about his childhood.

Andy and Mark also have a sister in the story, named Debbie. We learn that Debbie was in a car crash when she was nineteen and suffered brain damage. As a result Debbie now lives in a group home and spends her days "making Native American jewelry to sell at truck stops."

The final significant character in the story is Mr. Mickleson. Mr. Mickleson moves into the young Andy's neighborhood, and Andy is startled to see how much Mr Mickleson looks like him: "our eyes were the same odd, pale shade of gray . . . we had the same map of freckles across the bridge of our nose." Andy imagines that Mr Mickleson is his own doppelgänger, sent back from the future to offer some sort of warning to the younger version of himself, the young Andy. Andy decides to go through Mr. Mickleson's garbage and then his house to find clues about this mysterious doppelgänger. Mr. Mickleson is described as something of a "weirdo," and becomes the villain of the story. At the end of the story, the older Andy is haunted by the memory of Mr. Mickleson, who he says seems to "preside over (his) thoughts, hovering at the edge of them like a stage director at the back of (his) mind."