There are many of them… so I will only point those characters from games which I played when I was young and who used MSX possibilities ie are colourful ones, okay there´s some monochrome heroes too! (my apologies to all of those game characters I forgot)
*Monty (hero of Mutant Monty from Artic)
*Hero of H.E.R.O. (teehee

)
*Sloth and the Goonies (guess from which MSX game they are

)
*Both fighters in Salamander
*All big bosses of Salamander
*Zoomed cars and people when they are on ”pitstop” in F1-Spirit one player mode
*Pentaro, phrysaurus, eskimos, Joulupukki, Penguinette, penguin rock statues in Penguin Adventure
*Brainless macho idiot from yie-ar kungfu (ie Lee) who kinda disgusted me as he always had broad smile every time he beated a villain
*Eddie Kidd with his motorcycle from Eddie Kidd´s Jump Challenge, motorcycle and eddie were goodly animated and they looked nice when they flied thru the air doin´ 360 degree roll before smashing to the asphalt…. And eddie looked ”a bit” pervert when he did some moves with his pelvis on the top of his motorcycle (try it if you haven´t played this game…) it looked like eddie fucks to the hole of the fuel tank… pervert or what?!!?! Maybe eddie knows solid snake… as they both have samelike ”hobbies” with all kind of things which have engines.
*your ship in Maxima, it looked cool when it appeared in parts and the parts joined to one ship!
*hockey players who wildly skated around the audience in auditorium (must hurt a much, when someone skates on top of your body!!). Yep, there are hockey players who do this! At least in Anirog´s Slapshot!
*audience in slapshot, they looked very funny, everyone had gigantic funny looking head compared to hockey players!
*Mr. Wong and irate iron and wild washbag and berserk bubbles in Mr. Wong´s Loopy Laundry. I always had dirty thoughts every time mr Wong ”waxed” baddies, as they got motionless and got all white for a moment. (ok, instructions called it starching… but still…)
*every colourful 8x8 block in Jeff Minter´s Psychedelia
*Bertie the bee in Buzz Off!
*Harry and ducklings and their mother and eggs and corn in Chuckie Egg
*spooky characters and unreal atmosphere of Disc Warrior
*players in konami´s football
*rockford and fireflies and diamonds and that Boulder Dash Logo which flashes in in-game when you have collected certain amount of diamonds in Boulder Dash
*everything in arkanoid
*ships, planets, sun and other stars and lasers, nah, everything in Elite
*sportsmen in Activision Decathlon
*your car and palm trees in Outrun (bedrock software/Us Gold´s)
*Characters in both Jack The Nipper games!
*alienships and trees in Desolator
*Grog´s Revenge characters!
*tennisball and ravens in bounder
*monty mole
*Western women and men in Gunfright and that funny wooden horse which sheriff and bad boys used
*devil which got spy in Meaning Of Life every time when he died, that devil looked very scary!
*every colourful thingy in Nemesis 3
*Nemesis stuff
Maybe more if I remember more of my old games.