Protagonist-the main character, or hero, of the story. Readers empathize with the protagonist.
An example of a protagonist would be Dorothy in The Wizard of Oz.
Soliloquy-the speaker is talking to his or herself. Basically thinking out loud. A well-known soliloquy in the English language appears in Act III, in the first scene of Hamlet: To be, or not to be, that is the question.
Monologue-the speaker is talking to the audience. Basically giving a speech. An example of a monologue is what Marc Anthony said to the people of Rome in Shakespeare's Julius Caesar.