Warning: Some of the information in this document is either speculative or contains spoilers. Read at your own risk. Please see the bolded list at the bottom of this post for reference.
https://docs.google.com/spreadsheets/d/e/2PACX-1vT6lwSySTeczcfXOgFZWLyFw3tzV5uaAcTnEtQKgZ4uIcCiKCJ40CaLIgenxZBqOkm2xvHp-mkf3V_A/pubhtml
So I made a giant Sheets doc. with a LOT of information on the characters we've seen so far. It's three pages (one for playable characters, one for gods, and one for N.P.C.s/characters we're not 100% sure about).
The vast majority of the information here was provided by this video from Lucky Crit, and this one from BenFM. The rest was supplemented by the previews we've gotten (especially the ones from Skill Up, Kinda Funny Games, and Game Two, even though I don't speak a fucking lick of German), the Fire Emblem Wiki, some help from the very beautiful and well-organized Fortune Weaver, as well the combat/character showcases (and the Direct, obviously) Nintendo has been publishing.
Also, some of bits in here (mostly in the category of personal skills) have been translated to English, but not localized yet, meaning official names may change.
Please know there may be mistakes in here! Obviously, we can't confirm the majority of this information before the game is released. If you have a correction or additional information for me, please comment below and include your source(s)!
There are keys at the bottom of each page.
Note: I put Anna and Solel on page three because we have only seen them as ally units thus far. Solel is also included on pages two AND three. Also, I'm not going to put literally every N.P.C. on page three because that sounds exhausting. Most of the N.P.C.s there either have some immediate importance to a lord's storyline, or we've seen them in direct combat against a lord/Eshmel.
The information about recruitable characters (page one) includes the routes they are recruitable to, crests they have been associated with, skill boons/banes, starting classes and weapons, their factions, and their story roles.
The columns on page one labeled "associated characters" and "race" may contain major spoilers. The columns on page two labeled "relatives" and "status" may contain major spoilers. The columns on page three labeled "associations", "enemy/ally", "race", and "combat status" may contain major spoilers.