Thomas can be found in The Nexus sitting next to an assortment of bags and crates to the left of the blacksmith, Boldwin. He offers to keep any of your things that you don't need to take with you, and will store them safely until you need them. You can also collect the Jade Hair Ornament from 1-1 and give it to him, for which he'll thank you greatly and reward you with a Ring of Herculean Strength.
Items stored with Thomas will remain inaccessible until you return to The Nexus to retrieve them, with the exception of upgrade materials such as Hardstone and Sharpstone, which can be used at a blacksmith even when he is storing them for you.
Boldwin is the first blacksmith that you encounter, residing within the Nexus. He will repair your equipment and sell items at a slightly more expensive price than the vendors in the worlds.
The Maiden in Black is the one who summons your soul to the Nexus when the player died in the "training". If you didn't, she is the woman doing the incantation when you first enter the Nexus.
If you talk to her, she will tell the player to see The Monumental, to learn about the story of Boletaria.
The Maiden in Black is a demon herself, so she can manipulate Souls and grant you power. She will use the souls you gather to level up by selecting "Seek Soul Power". Note that leveling up becomes more expensive with each level you take, it is advised to select ranged/melee and make yourself strong in one area, or you could be mediocre in both.
She is the only NPC in Demon's Souls that cannot be killed, resurrecting herself after a brief moment of time.
The Monumental is the last pillar that sustains the Nexus and, therefore, the sanity of the world. He/She becomes accessible after you defeat Phalanx in 1-1. He/She will tell you the story of Boletaria and the Old One, and ask for your help to restore the world.
Urbain's Female Follower Edit
Urbain's follower is in the Nexus from the start of the game. She has little to say except repeating "Umbasa", but she will give you a very valuable Pure Faintstone if you talk to her before rescuing Saint Urbain and with a Faith level of over 20.
Urbain's Male Follower Edit
This character appears after your first Demon. He will claim that Saint Urbain has fallen behind an altar and despair at his inability to save him, pleading and justifying his actions.
You must rescue him from the Shrine of Storms (4-2). To get to him, after you kill the first Reaper, follow the shining stones to a room behind the altar where the Reaper was. You will meet Patches the Hyena (if you have done 2-2 and talked to him there) who will kick you down the hole. If Patches is not there, you can simply jump down. When you get to the bottom, you will have to defeat a Black Phantom, then Talk to Saint Urbain and exit via a door, a set of stairs, and a switch to open the final door. Make sure to talk to Urbain again, and he will be on the Nexus next time you go there.
He teaches you advanced miracles by using Demon's Souls. See the Magic/Miracles section for a list.
Freke's Follower Edit
Freke's apprentice appears in the Nexus after you defeat the first Demon, Phalanx, in 1-1. He will ask you to save Sage Freke, and offer to teach you magic in exchange. You still have to pay with souls for the magic, but you should learn them all if you want to get the trophies. See the Magic/Miracles section for a list.
If one is lacking in Intelligence, he refuses to teach the character, stating they're a "brute."
You must free Sage Freke from a cell in the Tower of Latria (3-1). In order to do this, you will have to do the whole level to get the key right before the boss, and backtrack. You can of course get the key, kill the boss, and then come back whenever you want. After you rescue him, he will be available from the Nexus. See the Tower of Latria section for details.
He teaches you advanced magic by using Demon's Souls. See the Magic and Miracles section for a list.
You must save Yuria from captivity in the Boletarian Palace (1-3). To save her, you will have to complete most of 1-3 to get a key, backtrack to 1-2 to obtain another key, and finally disguise yourself as a Fat Minister to gain access to the area she is in. After you rescue her, she will be in the Nexus. See the Boletarian Palace section for details.
She teaches you advanced dark magic by using Demon's Souls. See the Magic and Miracles section for a list.
Ostrava holds the only key to gain access to the very left wing of the Palace in 1-1, where Old King Doran guards the sword Demonbrandt. You first meet Ostrava in 1-1 shortly after the first fog. He will ask for your help. If you help him, you will meet him again in 1-2 and 1-3, and he will be in the Nexus in between. He last appears in 1-4.
Biorr is being held in a cell in 1-2, in an underground prison behind a door that you cannot open right before the Demon Tower Knight. To save him, you must obtain a key in 1-3 and backtrack to this location. If you save him, he will help you defeat the Flying Dragon in 1-3 and reward you for your efforts. For details on how to rescue him, see the Boletarian Palace section.
Patches is a sneaky character who likes to get you in trouble. You will first meet him in Stonefang Tunnel (2-2), where he will tell you to get a treasure that is just next to a giant Bearbug. Talk to him after you defeat the bug for a reward. He will then appear in the Nexus claiming to have reformed, and act as a very expensive vendor. He will eventually banish again, and go to the Shrine of Storms (4-2), where he will kick you down the hole behind the first reaper in an attempt to kill you. He can be an useful vendor so avoid killing him and accept his apology.
You will first meet Yurt in the Tower of Latria (3-2). He will be held inside an "elevator cell" and ask for your assistance. If you free him, he will then appear in the Nexus and claim to have no business with you. He is an assassin, so after a while you will find two unidentified bodies in the Nexus. If you don't attack him then, he will eventually start killing NPC's, like Freke's and Urbain's followers, and eventually attack you. To keep NPC's alive, it is recommended that you kill him as soon as the first two bodies appear. He will drop the Gloom Armor, which has commendably good poison/plague resistance and can help you in 5-x.
Mephistopheles is a sinister character who appears in the Nexus when your Character Tendency reaches pure Black. He/She will ask you to assassinate other characters, and give you a reward for each kill. When you finish, he/she will attack you, and upon defeating him/her you will obtain the Foe's Ring. Since the characters you kill will not respawn until your next playthrough. It is recommended that you do this quest right before the end of the game, and only after you have made sure that you do not need to change your Magic/Miracles.