Players (or Player Characters), as their title suggests, are the playable characters of the Epic Battle Fantasy series. As of the most recent game, there are four main playable characters.
Matt is one the first playable characters introduced, being playable in every EBF game to date. He is a "main character" of sorts for the series and, judging by his name, serves as an author self-insert. Matt is a "Magic Knight" character archetype who uses melee weaponry (mostly swords) and focuses on powerful melee attacks and single-target spells.
Natalie ("Natz" for short) is Matt's friend (and only his friend, according to Matt Roszak), having also appeared in all four EBF games. She is a powerful Mage who knows both White Magic (healing) and Black Magic (offensive). She usually acts as the group's main healer and buffer, although other characters gain some buffing and healing abilities in various games.
Lance first made his appearance as the final boss of Epic Battle Fantasy 2. After being defeated by Matt and Natalie, he decided to join them as an ally, and appears as a playable character in the third and fourth EBF games. Lance is a "Gunslinger" who uses powerful technology and the support of his army to make up for a lack of magic.
Anna is a playable character that debuts in Epic Battle Fantasy 4. She is the first playable character in that game and drives the plot of the game, replacing Matt as the main character in a way. Anna is a bow-wielding Ranger who uses nature-based magic and a seemingly-unlimited supply of arrows. She can fulfill both an offensive and a defensive role in the party.