The three bears
As it was written in the story, all three bears were good and meant no harm, that's why they left the doors unlocked and the window open when they went on a walk. They are protagonists of this story and are mainly characterized by their looks (outer characterization), the big bear, the middle-sized bear, and a small bear. All three are male bears and have their own chair, pot, and bed. What is also known is their temper and characterization of their voices:
The Great Bear has a rough, gruff voice, the Middle bear has a middle voice and the Little Wee Bear has a little, small, wee voice.
"…said the Great, Huge Bear, in his great, rough, gruff voice"
"said the Middle Bear in his middle voice."
"said the Little, Small, Wee Bear, in his little, small, wee voice."
The little, old woman
Unlike the bears, the antagonist is described by her deeds. She enters someone's house uninvited, peeps through the keyhole, looks through the window, eats food that doesn't belong to her, sleeps in someone else's bed. She has special wishes, so she tries everything (from chairs to porridge) before satisfying his desires and for each, she has a snarky comment or a bad word. Also, it needs to be noted that the author commented in the story that this little old woman could be a thief.
"They were wooden spoons; if they had been silver ones, the naughty old Woman would have put them in her pocket."
Also, the author noted that her head was ugly and dirty.
"...and upon the pillow was the little old Woman's ugly, dirty head, - which was not in its place, for she had no business there."
At best, the little, old woman represents the moral of the story: don't steal someone else's food or use their stuff, because you will be caught and punished. In this version of the story the little old woman was scared, the bears didn't hurt her, but she jumped from the window by herself and experienced a punishment, although the author states that her faith remains unknown and if she has learned a lesson.
"Out the little old Woman jumped; and whether she broke her neck in the fall; or ran into the wood and was lost there; or found her way out of the wood, and was taken up by the constable and sent to the House of Correction for a vagrant as she was, I cannot tell. But the Three Bears never saw anything more of her."