The most prominent character is, of course, the little blue engine. It's the one that has to deal with the difficult situation of pulling a heavy load. Then there are the items that it has to transport. These could be seen as characters in a way because they are what the story revolves around. Additionally, there could be other engines in the story. Maybe some big and strong engines that are too proud or lazy to help, which makes the little blue engine's achievement even more remarkable.
The most important character is clearly the little engine. It's the one that has the big adventure and shows great determination. Alongside it, there are the things in the train cars that it's pulling, like toys or other items. These items kind of represent the goal or the task that the little engine is set to achieve. There may also be some other engines that were asked before the little engine, but they didn't have the will to take on the job, so they are minor characters in comparison.
It's a children's story about a small engine that doesn't think it can do a difficult task but eventually finds the determination and manages to do it.
The main character is the little engine. There are also the toys waiting to be transported over the mountain and the other engines that were initially asked for help but refused.
The main character is the little engine, of course. It's the one that takes on the challenging task. There are also the toys and goodies in the train that the little engine is trying to transport, but they are more like the motivation for the little engine rather than active characters in the sense of having their own actions and dialogues.