Neo
Played by: Keanu Reeves
Real Name: Thomas A. Anderson
Purpose: To becomes The One, someone with the power to reshape the Matrix as he sees fit. And fulfilling the prophecy of The Oracle, his coming will hail the end of the war. The purpose of The One is to return to the Source in order to reload the Matrix.
While he was still plugged into the Matrix, he worked for a respectable software company by day and was a computer hacker, guilty of virtually every computer crime there was a law for, by night. He does not believe in fate because he does not like the idea that he is not in control of his own life. Neo is a unique incarnation of The One because he is the first to fall in love, and his emotions influence many of his choices. He chooses the life of the one he loves over all of humanity. He also decides to go to the Machine City in order to bargain for peace. His ability to choose is what gives him his freedom and releases him from the control of the machines.
Trinity
Played by: Carrie-Anne Moss
Purpose: To fall in love with The One. Her love for Neo brings him back to life. She is also the reason why Neo chooses the door that does not lead back to the Source to save Zion and The Matrix.
Trinity is a somewhat misleading character as she is often presumed to be a male. She is a strong warrior and the second in command on the Nebuchadnezzar. She believes Neo is The One because she has fallen in love with him, just as the Oracle said she would. She fights by Neo's side and will also fight to save him. She went to Club Hel in order bring Neo back from Mobil Ave by making a deal with the Merovingian.
Morpheus
Played by: Laurence Fishbourne
Purpose: To find The One and show him the path. He is also a strong figure among the Zionites who are lost without him.
He is the captain of the Nebuchadnezzar and is a leader in the war against the Machines. He is eager to free the minds of people still plugged in to the Matrix and is also eager to find The One who will bring an end to the war. He firmly believes in the prophecy of the Oracle and when he discovers The One, puts a great deal of faith in destiny and fate which he believes is in their favour. His dogmatic beliefs are shattered when he learns that The One was simply another kind of control. His faith then shifts to Neo himself, and his will and power to save Zion.
Smith
Played by: Hugo Weaving
Purpose: Initially as an Agent, he is after the access codes to Zion. After being exiled, he becomes The One's opposite or negative and his power is equal to that of The One. He infiltrates the Matrix like a virus and wants only destruction.
As a part of the system, Agent Smith loathed The Matrix and humans. He found them disgusting and felt being in the Matrix was like being in a zoo. It was his hope that after Zion was destroyed there would be no need for him to return to the Matrix. He saw the humans as a virus, a species that would endlessly multiply and consume everything in it's area. When he becomes an exile, he takes on these qualities himself. (Fate, it seems, is not without a sense of irony.) Neo presumably destroys Smith, but when he faces deletion, something that imprinted on him from Neo compelled him to disobey. He instead goes back to the Matrix and becomes bent on destroying it. It is only Neo, his opposite, who can stop him.
The Oracle
Played by: Gloria Foster and Mary Alice
Purpose: The Mother of the Matrix, an intuitive program designed to study certain aspects of the human psyche. As an exile, she aids the rebels by sharing with them her gift of sight, acting as a guide. She also claims her purpose is to unbalance the equation.
She is initially seen as an all-knowing figure that made the prophecy of The One. Neo, after realizing that he is The One, also sees that The Oracle is another program from the machine world. She leaves the choice to him of whether or not to accept what she tells him or reject it as a form of control. The Oracle believes that Zion needs the machines just as much as the machines need Zion. She tells Neo that the only way to find peace is together.