I recommend picking a single character for this answer. That will allow the answer to be more tightly focused, as it centers on how the stage directions help create the intended character. I would go with either Parris or Abigail, as they are central to the entire play, and they are also both introduced early in act 1.
Readers are directly told that Abigail has an "endless capacity for dissembling." That means that Abigail is quite adept at hiding her true thoughts and emotions. It also means that she is able to take on the required body language to help her manipulate a situation. That bit of direct information is followed with a stage direction telling the actor playing Abigail to appear full of worry and propriety. As act 1 continues, readers see Abigail essentially flipping a switch from emotion to emotion in order to manipulate Parris into thinking or...
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assuming various ideas. From one line of dialogue to the next, Miller has Abigail behaving "innocently" and then "in terror." Shortly after that, she says her next line with "an edge of resentment." From these actions, readers are likely to begin suspecting that Abigail is a very good liar, and that will be crucial to the rest of the play. A bit later in the act, the stage directions have Abigail "moving menacingly" toward Mary and "furiously" shaking Betty. These two stage directions clearly begin painting Abigail as a bully who isn't afraid of using her physicality to intimidate people. Abigail even goes so far as to "smash [Betty] across the face."
Arthur Miller is quite detailed when he writes the opening stage directions for The Crucible, and this serves to reveal the character of Reverend Parris very quickly, accurately, and efficiently.
The stage directions say Parris's house has the feel of "clean spareness," even in his young daughter's bedroom. It is morning, but the candle by the bedside is still lit as Parris kneels by his daughter's bed in prayer. Clearly he has been praying through the night and has not yet stopped to extinguish the candle (a surprising detail given what we learn later about Parris and his complaints about money).Â
Miller interrupts these stage directions with several pages of history and background about Salem and its people; when he continues, we see and hear Parris praying ("mumbling"). Miller says he is praying but "we cannot hear his words" and a "sense of his confusion hangs about him." This is an early indicator that what ails his daughter is not just physical and Parris is concerned about something other than her health. (Of course what we soon learn is that he is as afraid--if not more afraid--about what the town is going to think of him than whether his daughter will ever wake up. Since we also learn that Parris saw the girls dancing in the woods, he is probably also concerned about his own culpability for what is happening--and we know he does not accept blame easily or well.)
As Parris weeps and prays, prays and weeps (Miller mentions it twice), his servant, Tituba, enters the room. In contrast to Parris's insipid display of concern, Tituba "enters as one who can no longer bear to be barred from the sight of her beloved." Clearly she cares about the child more than Parris.
Tituba also has a look of fear on her face, however, for she knows that she is likely to be blamed for any trouble in the house. "[H]er slave sense has warned her that, as always, trouble in this house eventually lands on her back." What this short description says about Parris, a minister, is already troubling.
Among other things, Parris's unwillingness to accept blame and his willingness to place it on the person least able to defend herself is a characteristic which Miller establishes before Parris even speaks a word of dialogue in this play. He does so through the use of effective stage directions.