Garrett. He's on a boat
The City has it's only flavour and character which reflects the amoral (yet not overtly evil, Garrett has his principles) nature of the protagonist, but they are not the only players in this piece. Throughout you are introduced to other citizens of The City, each with their own competing or indeed unknown motivations.
Erin is Garrett's protégé, although she has a very different take on their shared profession. Although talented she is much more willing to use force to reach her goals, leaving a trail of bodies behind if necessary. Much more prone to risk-taking, it is their initial conflict which serves as a catalyst which causes an outbreak of plague, her disappearance and the loss of a year for Garrett. Learning more about her past is central to uncovering the mystery of her disappearance and perhaps fixing what was put wrong.
Basso serves as Garrett’s fence, primary agent and friend. He doles out side-quests (client jobs or heists) and clues you in to some of the more important local happenings. His magpie Jenivere serves as pet and companion, and both characters are references to the Basso and Jenivere from the original games. He operates out of a room under The Crippled Burrick, a popular tavern amongst the rougher sort in town.
Orion is a local rabble-rouser seeking to overthrow the Baron and address The City's ills. Introduced by Basso, early on he enlists you in the pilfering of a ritual book which may help uncover the cure to the recent plague outbreak.
Thadeus Harlan is the Thieftaker General, Garrett’s nemesis and chief crony of Baron Northcrest. Through the City Watch he enforces the Barons Law, whilst using the opportunity to line his own pockets. Ruthless and cunning but with a personal vendetta against the Master Thief, he counters Garrett at almost every turn but can never quite catch him.
Of some aid in your quest is the Queen of Beggers a blind old woman who serves as oracle and spiritual guide for many in The City. By tithing to her you can unlock additional passive abilities increasing your stealth, thievery and combat potential.
Erin, before her apparent death
Finally, we come to Baron Elias Northcrest, the aging Lord over The City and prime motivator in recent industrialisation. He once took a much more active role in City administration, but in the last year has become withdrawn and left the day-to-day running to his Thieftaker General. Through him, much of the worship of old magic has been suppressed; steel and steam now has primacy in The City.
Each of the characters has a fairly well fleshed out personality even if it does hold to stereotypes. By far the most interesting is Erin, although her backstory is only revealed slowly through the main missions and much needs to be inferred rather than is explicitly shown. The above aside, very few NPCs in the same have a discernible personality resulting in a city a little devoid of life and colour (both literal and figurative). The plague may be a reason for it, but it's an all to convenient excuse for Eidos to skip fleshing out the world more than a bare minimum.
The City is split into districts such as the Stonemarket and smaller domains including the House Of Blossoms and Northcrest Manor. Both geographically and mechanically it exists as a central and persistent hub, whilst quest areas are instanced off for practical reasons. Many town houses are empty and littered with valuable loot and collectables, but the true measure of the thief is in traversing the town without being spotted by the ever-present City Watch. Except in clearly defined locations street-level in The City is not a safe place to be.
Home and refuge is the Clocktower, as well as a place to stash some of the unique loot you have acquired on your adventures. Uninhabited since Garrett's disappearance, it will change to reflect your progression through the same and the status of your collections. For the completionist, it may well be the most important location in-game, detailing all your accomplishments as thief and lover of antiquities.
Home, kind of.
Navigation through the City is, perhaps understandably, a little awkward. Unfortunately the developers haven't built it as one contiguous zone, and so there are obvious transition points between each district - a door, alleyway, passage or window. Many of them are hard to spot, but crucial in reaching a part of the next district which is not patrolled or a section quest objectives. Environmental features are dotted around which will aid you in your traversal and remain persistent when used, but other features will subtly change as you progress through the game.
Unfortunately the in-game map is very little help except in a general sense. Furthermore, Eidos have decided to use repeated tapping of the 'E' key a core part of opening windows and moving through passages, which gets quite tiresome after your 5th or 6th time (never mind the hundredth). Those who have played Deus Ex: Human Revolution will find this layout similar, although that game didn't quite have the frustration of Thief.
Certain zones are split off as locations involving Game Story Chapters and Heists, which are only used for one in-game event and are non-persistent. They can be repeated however, capturing loot you may have missed or approaching it in a different manner without resetting your overall story progression.
Although Thief doesn't have an open world feel, the game world is still well realised within the bounds of expectations of a current generation title optimised for running on consoles. Given that one of the criticisms of the original Thief was the immense scale of the game it's forgiveable from a design point of view, but you're left aching somewhat to see the whole map in context rather than just small portions at close to ground level.