Clancy
A citizen. An escapee. An exception. He's a resident of Dema who's famous for writing letters detailing his life in the city, making rebellious music, and being a rebel against Dema in general, with the Banditos. He spent a lot of time being a prisoner of Dema being forced to make propaganda. He's the only non-bishop who can use psychokinesis. Additionally, he is the only known living person who can be seized by the Bishops.
The Torchbearer
This is likely a title, but here it refers to the current leader of the Banditos. He (most likely, depending on how you interpret the lore) can project himself to other locations, and is the main source in leading Clancy out of the city in rebellion.
Nico/Nicholas Bourbaki/Blurryface
The leader of the Bishops, Blurryface may be a moniker specifically referring to when Nico seizes Clancy.
Keons
Clancy's bishop, not nearly as much of an asshole as the other Bishops.
Trash
Sea dragon that is speculated to have been long dead. May represent the concept of "propaganda music" (like Scaled and Icy), or like a fake version of Ned (what the Bishops force from Clancy). There is allusion to Trash having been a Sea World equivalent entertainment piece for the Bishops (his scales are all folded over like the orcas seen in Sea World captivity).
Ned
A little creature living in a cabin in Trench. His species (the Neds) mostly reside on Voldsoy. Their antlers can be removed and regrow (as seen in the Chlorine MV), and are used to give Clancy the ability to do psychokinesis. Ned is likely meant to represent creativity.
The Bishops
There are nine in total, and they're the keepers/leaders of Dema. Clancy theorizes that they may be immortal beings using psychokineses to swap from body to body. All their names are hidden in the Blurryface album lyrics. Their names are Nico, Keons, Andre, Lisden, Reisdro, Sacarver, Nills, Vetomo and Listo.
The Banditos
Group of rebels who aim to overthrow Dema. They wear yellow tape because the Bishops are unable to see the color.
Clancy's Rebellion
A rebellion started by Clancy inside of Dema. They wear red tape to reclaim the color and make themselves known to the Bishops
Dema
Prison like city surrounded by a large circular wall with nine towers in the middle. Its split into nine districts, with each district being ruled by its own Bishop. The outside of the city is said to be a Necropolis full of Neon Gravestones. The Blurryface album kind of details life in Dema. Citizens aren't allowed to leave, and Dema also has VIP Citizens who receive special treatment from the Bishops.
Trench
The ‘inbetween’, the land outside of Dema. This is where the Banditos have their base.
Voldsoy
An island off the shore of Trench, where the Neds are. The island is repeatedly implied to be a violent, dangerous island. Detailed in Migraine as "an island of violence", and in materials relating to Clancy hinting at the island "making him a weapon".
Paladin Strait
The bit of ocean between Voldsoy and Trench.
Port Vial
A port on the shore of Trench, controlled by Dema.
Vialism
The "religion" in Dema. The ultimate goal of Vialism is for a person to make as many interpersonal connections as possible, and then to ultimately take their own lives, impacting as many people as possible and further driving them to "commit to Vialism". The Bishops press this action as a "celebration" and hail suicide as a positive.
The Glorious Gone
The ones who have committed to Vialism and ended their lives. They each get a Neon Gravestone around the city, and this is where their bodies are buried, which are also ‘available vessels’ for psychokinesis.
Neon Gravestones
The gravestones that surround Dema where the Glorious Gone are buried. The gravestones themselves can be pulled apart to make weapons.
Psychokinesis/Seizing
The power that the Bishops use to possess dead bodies (usually of the Glorious Gone). No one except the Bishops can use this power; Clancy is proven to be an exception to this rule later on in the story. Clancy is the only known living person to be seized by the Bishops. Additionally, the Bishops are capable of seizing the vultures in Trench.
Smearing
This is what happens when someone is captured by a Bishop, which causes black marks on the persons neck and hands. This is typically used as a punishment to mark FPEs. This action also causes loss or obscuring of memories.
The Annual Assembly of the Glorified
Annual meeting of all of the VIPs of Dema
The Feature Performance Event (FPE)
A live event performed by Clancy while he was prisoner forced to make propaganda for Dema
Failed Perimeter Escapee (also FPE)
What people who try, and fail, to escape Dema are categorized as.
Dmaorg.info
A website Clancy used to spread letters and media about Dema. The Bishops found the site and took it down for a while, but Clancy has since got it back up following his escape.
'East is Up'
Code phrase used among Banditos to help identify each other. This phrase is used because the way out of Dema is in the east side of the wall. This is represented by the 'pitchfork' symbol seen on the Trench album cover. It was later repurposed by Clancy into the Scaled And Icy logo
'Sahlo Folina'
What you (the Banditos) cry out in Trench when you need help. May mean something like "enable creation"
Vultures
There's a large population of Vultures in Dema. For the Banditos, Vultures are a symbol of their commitment to turn death into life and to continue living. The Bishops also use the circling Vultures above the city as a form of surveillance via Seizing.
Map of Trench
The first symbol on the Trench album cover is a map of all of the canyons in Trench. There's also a full map of the continent of Trench on the Dmaorg.info website.
||-//
Symbol of the Banditos. It resembles upside down neon gravestone, which looks like /-|. The extra lines, two around the symbol, are symbolic of the 'jumpsuit' covering us.
Good Day Dema
A live form TV show hosted by two Bishops to spread Dema propaganda.