There are five characters of the story:

Sue - a young artist.

Johnsy - a young artist.

Behrman - an old artist.

A Doctor.

Mr. Pneumonia.

 The main characters are Sue, Johnsy,  and Mr. Behrman . The secondary character is a doctor. Sue, Johnsy, Mr. Behrman are protagonists and Mr. Pneumonia - antagonist.

Sue is shown as a young girl who is ill. She think that she will die. Sue is an young artist. She is shown very kind and good person. Here the author uses indirect characterization of the personages. O' Henry shows only their acting. For example Sue always takes care about Johnsy. We can see the attitude of the author to this personage. We can understand from the context that Sue is a good person. The same I can say about Mr. Behrman.

With the help of the narrative description of what Mr. Pneumonia is doing, we can guess the author’s attitude towards him. The killer disease which plays so important a role is personified by O.Henry in this short story. For example: «a cold, unseen stranger, whom the doctors called Pneumonia, stalked about the colony, touching one here and there with his icy fingers. Over on the east side this ravager strode boldly, smiting his victims by scores, but his feet trod slowly through the maze of the narrow and moss-grown "places." Mr. Pneumonia was not what you would call a chivalric old gentleman. A mite of a little woman with blood thinned by California zephyrs was hardly fair game for the red-fisted, short-breathed old duffer»