Zero, the Winged Knight
A Royal Knight of Lacroa, Zero was sent away from Lacroa two years before the start of the show in order to find a way to defeat the invading Dark Axis and return with it. He is a sorceror and a swordsman, and a gallant knight who will defend maidens in distress regardless of his well-being. (More)
Relejimana Miya du Lacroa
The young princess of Lacroa, and a powerful magic-user. She was turned to stone by the BaguBagu while she and the other wizards were sending Zero to another universe. (More)
Noa, Coa & Doa
(alternate spelling: Noah, Coah & Doah)
Three wise men -- well, boys -- of Lacroa, who remained unfrozen and guarded the Spirit Egg until the prophesied Savior of Lacroa came to claim it.
Wise men they are, but they are also kids, and can be pretty cheeky. When cornered, they gave Tallgeese the Spirit Egg, or so it seemed; it was actually a holographic fake that turned into a projection of the triplets dancing and taunting.
In "The Mystery of Lacroa" trilogy of episodes, they encountered the Gundam Force early on but did not trust them until later (it's funny because they summoned the Gundam Force in the first place). Once they were satisfied that Zero was the prophesied Savior, they turned the real Egg over to him, and turned back to stone; for they had not escaped the petrification, but the power and need of the Egg had kept them flesh long enough for it to reach its destined partner.
Tallgeese, Knight of Tempest
Deathscythe, Knight of Darkness
Mercurius, Knight of Thunder, & Vayeate, Knight of Storm
Evil Warrior Epyon
The Other Knights|
Rock, Knight of the Hot Sands, Battle, Knight of the Crimson Lotus, Nataku, the Bronze Knight, Deed, Knight of the Shining Blade, and Zero make up the Royal Knights you see in flashbacks in season 2; whether there were others with them, I do not know.
After Zero was sent away by the Princess and the wise men, the other Knights remained to fight the Dark Axis. Rock, Battle and Nataku were defeated by a force of enemy soldiers 40,000 strong, and were sacrificed to General Zeong for their Gundanium.
As for Deed... Read the section above this one.
There are four Sacred Beasts (actually Spirits) of Lacroa, plus the Feather Dragon and the Superior Dragon. Only one of the Sacred Beasts is involved or even seen in the anime.
The golden Griffin was captured by Tallgeese and is controlled by him, and is possibly contained in or summoned by his shield.
Unicorn, Jormungand, and Phoenix are the other three. They are mentioned by ((Rele? Zero?)) in the Garden of Wisdom in episode 36.
Fenn was born from the Spirit Egg the triplets gave to Zero.
The Steel Dragon is the sibling-spirit of the Feather Dragon, equal in power.