There are several characters that you need to know right off the bat. Below is a description of each that I could gather from reading just the first volume.

Kaguya:  Kaguya was found when she was around 4 years old, battered and beaten, refugee of war, and knowing nothing but her name.  She was put into a family, the Haruyamas, and from there has lead a simi-normal life.  She's more than beautiful and wants to put that to use by becoming a model, even though she lacks the confidence to walk across the runway.  Her nationality is a mystery to even herself.  She looks nothing like a normal Japanese school girl.  Kaguya's only clue to her past is a dream.  It begins in flames, she's in pain, then a boy with a severed left hand, who is just as beaten as she, gives her his right so she can stand up.  She admires the boy in her dream and aspires to become strong like him.  Kaguya also is frightened by teh tarot card readings she recieves.  The last card is always blank.  She fears that this means her life will end soon or that she will be of no use.
Gold:  Gold is an android that Seeu created to fight with him but also protect Kaguya when he found her.  Gold looks just like the boy in Kaguya's dreams.  Idou comments at one point that he looks like Kagami.  He doesn't talk at all and obeys Kaguya precicely.  Gold uses a "Living Gold" whip.  The metal is said to curse anything that it comes in contact with.  Gold's system sometimes goes haywire and Kagami's personality comes out.
Seeu:  Seeu is our bad guy.  Seeu is also a Prince .  He's after Kaguya for a reason that is unknown to the american readers.  He use to be friends with Kagami and Idou but something happend and now they battle.  Seeu's weapon is the Lunar Mercury, a sickle made of silver, the weapon is so strong that it sliced off a chunk of Kaguya's roof and can cut through bone.
Idou:  Idou use to serve under Kagami and Seeu, but when Seeu went insane, Idou converted from loyalist to enemy.  Idou and his crew were trying to get to Kaguya but Seeu beat him to it.  Idou caries a halaberd called the Zenith Crio.  This is an extremely powerful weapon.
Kagami: I don't know what social status Kagami had but he was Idou's superior.  Gold is modeled after him and sometimes Kagami's personality comes out of Gold.  When he takes over Gold momentarily, he can communicate with Kaguya.