Oceanus
The ancient Greek divine personification of the ocean, Oceanus acts as a father and a wise counselor to Niger. He is described as blue, adorned in the same azure/silver color scheme as the rest of the characters, and he reigns over the rivers and all the tritons and sea-maids present in the scene.
Niger
Niger is considered to be the god, or divine personification, of the Niger River, which is a westward-flowing river in the heart of Africa. He, along with his twelve daughters, is described as having black skin, an undesirable attribute within the context of the play (and early modern England). His objective is to locate the magical land ending with "-tania," which will allow his daughters to erase their blackness in order to become beautiful once more.
The Daughters of Niger
Niger's daughters are the source of the play's main plot: they were once considered beautiful, but they have "realized" that blackness is not as attractive as whiteness, so they are searching for a way to become white. This magical race reversal is apparently to be found in Britain, the land of beauty, dignity, and magnificence. One of the daughters, Euphoris, was played by Queen Anne of Denmark herself, and many criticized her for denigrating her own image by using makeup to paint her face black.
Aethiopia
The goddess of the moon, Aethiopia had appeared to Niger's daughters and enigmatically told them that the way to reverse their black skin was to find the magical land ending in "-tania." After several incorrect guesses, she finally appears to them again and directly tells them that the land they are searching for is Britannia, a magnificent land in the far north.
King James I
Though he is not named explicitly in the play, the masque alludes to King James I (under whose reign the masque was commissioned) as the "sun" of England, a common metaphor for whichever monarch sat on the English throne. King James I is portrayed as benevolent and powerful, capable of turning black skin white. While most critics focus on the overt racism of the play, others have pointed out that the process of transformation the daughters of Niger are meant to undergo is relatively benign, mirroring King James I's own policies toward Africa during his reign.