Rand al'Thor
Rand has been the central protagonist and hero throughout the series. As one might imagine, this is his show and he is the big dog at the pony show. (Or vice versa.) Since most of the novel is consumed by the climactic, apocalyptic Last Battle pitting good versus evil against each other for control of the world as we know and the right to feel fine, it is safe to assume that much of Rand’s appearances here are as a warrior. However, the author throws in a curveball regarding the true state of Rand’s existential being that some readers may not exactly find worthy of clawing all this way through the series to get to.
Egwene al'Vere
Considering the sheer number of characters that populate the series—a truly astounding number qualifying as major-another kind of pitch may be appropriate to describe the fact that a shockingly small number actually succumb to the mortality quotient of an apocalyptic battle. This is not to suggest Egwene—right up there alongside Rand in importance—is one of those who fail to make it out alive. But it is a fairly well-established perspective—perhaps not universally shared, but widely understood—that of all the major characters whose narrative trek has made them less likable and therefore more subject to failing to survive the Last Battle, Egwene would not be near the bottom. But killing such a character might seem a little too easy and not nearly dramatic enough to leave a lasting impression.
Matrim Cauthon
Known simply as Mat, he has been one of the most popular characters throughout the series. Much of this has to do with his sort of/kind of Han Solo-ish type of roguish personality while a great deal has to do with the fact that Mat seems to get into many of the more interesting circumstances and subplots threading throughout the long thirteen-volume series. Mat is a warrior in charge of an entire army and so one might well expect that he is one of those who bite the dust. But he is also a very popular character and it is always a problematic thing to slice and dice such a valuable asset. After all, it may be the final entry in The Wheel of Time, but like they say, there are neither beginnings nor endings here.
Elayne Trakand
This is a series that has always, right from the start, been famous or infamous (depending upon perspective) for its treatment of the sexes. One can forward a fair argument that no major book series features as many genuinely strong and heroic women as The Wheel of Time. Therefore, no one but a reader unfamiliar with the series will be surprised when Rand hands over the entire command of the troops fighting under his leadership to Elayne. That said, however, Elayne also falls victim to a curveball that some may view as an unnecessary mechanic of pure plot. The Horn of Valere becomes necessary relieve Elayne of this twist and anyone familiar with the series will instantly know what that means. Or, then again, perhaps not.
Moridin
Moridin is a shadowy figure with a complicated past who becomes something akin to the Dark One’s stand-in in what amounts to a kind of Duel of the Fates in the Last Battle between good and evil. It is during this duel with Moridin that Rand’s swings at the curveball the author has unexpectedly thrown his way. Whether Rand makes contact with the rawhide, however, will not be revealed until the Epilogue. Some readers will likely decide at that point that Moridin is less a curveball in the story of Rand than a spitball, but that, of course, is up to each individual’s own person stake in the story and take on the climax.
And the Rest
Obviously, this is a mere fraction of the characters that could be considered vital to the series and thus a far less than comprehensive accounting of how the convoluted story of each wind up. Suffice to say of all those characters who define The Wheel of Time—Cadsuane Melaidhrin, Perrin, Moraine, Nynaeve among others—survive to live, love, fight, laugh and complain about the opposite sex another day. At least one of those listed individuals above (not including Moridin for obvious reasons) cannot say the same.