The main characters of the nativity scene:
The angel announced the birth of the Savior to the shepherds.
The three wise men are the figures of the Magi, who came to worship the Savior and brought Him gifts (gold, frankincense, and myrrh). Although, according to the Gospel, the Magi came to the house, not to the cave (Matthew 2:11), they are often presented as a part of the nativity scene.
The Holy Family are three-dimensional figures of the Holy Child Jesus, the Blessed Virgin Mary and the righteous Joseph. The Christ Child is presented lying in the manger or in the arms of the seated Mother of God. Sometimes all the figures of the Holy Family are replaced by the icon of the Nativity.
The ox and the donkey are the figures of the animals that, according to the Sacred tradition, were in the cave at the time of the Savior's birth, and then warmed Him with their breath.
The Star of Bethlehem is a celestial phenomenon, so called by the Magi, according to the Gospel of Matthew. When they saw it at sunrise and decided that the "king of the Jews" had been born, they came to Jerusalem to worship Him. They did not find what they were looking for and went to Bethlehem of Judea, where the star showed them the place where they saw the Holy Family.
Depending on the scale and narrative content of a nativity scene, regional traditions and its author’s imagination, the composition of the nativity scene may include other characters, such as King Herod, Rachel, soldiers, servants of the Magi (sometimes dozens of figures), their camels, horses and even elephants, numerous Judean residents, various animals and birds, and even characters from local life and folklore.
The shepherds with the sheep are the figures of those shepherds who came to the cave to worship the Savior. Typically, one of the shepherds is depicted with a lamb on his shoulders or in his arms. The lamb in this case is a symbol of Christ as the Lamb of God.