In each of the very different locales where the story is set, Henry creates colorful characters who realistically possess a mixture of virtues and faults.

Even Agba, who seldom makes a moral false step in the first part of the story, grows impatient toward the end and even becomes rebellious, as when he lets Sham out of the stall to fight Hobgoblin, the Earl's favorite horse, and to mate with the beautiful mare, Lady Roxanna.

The various characters whom Agba encounters along the way range from very evil and foolish to kind and intelligent. Mr. Williams, who at one point shelters Agba and Sham, is a kind person but not a good rider; his manner, more than any intended evil, irritates Sham. The Sultan, a "fierce and bloodthirsty ruler" from whose presence no horseboy had ever returned, loses stature in the reader's mind when Agba visits...