Firstly, the Allies
Secondly, the Combine
Thirdly, the Xen and Miscellaneous
Fourth, the Closing Statement
Fifth, the Bibliography and helpers

Individuals:
Gordon Freeman: The protagonist of the series (You, the player)
Alyx Vance: The deuteragonist, a prominent figure in the Resistance
Barney Calhoun: One of the side characters, who helps in the Resistance
Judith Mossman: A scientist who is part of the Resistance, a side character
Eli Vance: A physicist and researcher who is one of the main characters, part of the Resistance
Isaac Kleiner: One of the main characters of HL2, a genius scientist who is part of the Resistance
Father Grigori: The only survivor of Ravenholm, who helps the player through the stage
Dog: Alyx Vance's pet robot, built by her father to protect her when she was young

Types of allies:
Citizens: Citizens of City 17
Rebels: People who fight for the resistance

Weapons types usually carry:
Citizen: SMG, Pistol,
Rebels: SMG, AR2, Shotgun, RPG, Pistol

Types of Combine:
Combine APC
City Scanner
Civil Protection (CP, Metro Police)
Combine Advisor
Combine Dropship
Combine Gunship
Crab Synth
Hopper Mine
Hunter-Chopper
Manhack
Mortar Synth
Overwatch Elite (AKA Combine Elite)
Overwatch Sniper
Overwatch Soldier (AKA Combine Soldier)
Rollermine
Shield Scanner (AKA Synth Scanner)
Strider
Vortigaunt Slave

Their roles:
Combine APC: Armoured transport for Overwatch Units of the Combine
City Scanner: It takes photos of peoples' faces in City 17 but doesn't call extra troops
Civil Protection: Police of City 17, but they bully pretty much anyone who comes near them
Combine Advisor: It made an appearance in this game, but didn't attack
Combine Dropship: Drops combine soldiers and sometimes striders only in scripted places
Combine Gunship: Combine Assault Aircraft, appears alot but only attacks a bit
Crab Synth: Only makes an appearance in the Citadel, never attacks the player
Hopper Mine: A proximity mine that is set off when something goes near it/on it
Hunter-Chopper: Alot like the Combine Gunship, used as heavy fire support for Overwatch units
Manhack: A device with three razor blades that spin constantly at very high speeds
Mortar Synth: Same as Crab Synth, was in Beta but only makes an appearance in the Citadel
Overwatch Elite: A high ranking Combine Soldier, the most deadly of the Overwatch/Combine
Overwatch Sniper: A combine soldier trained in using the Overwatch Sniper Rifle
Overwatch Soldier: They're the basic infantry units of the Overwatch
Rollermine: Electric offensive/defensive traps that go off when something enters its radius
Shield Scanner: A stronger version of the City Scanner and that it drops mines
Strider: Dropped by Combine Dropships sometimes, the Combine's main heavy ground assault, can also use a ''warp cannon'' to vaporize some map props, living things and parts of buildings.
Vortigaunt Slave: Just cleans up in City 17, not an enemy, but who knows?

Weapons types carry:
Combine APC: They have an unlimited ammo Pulse Rifle and rockets for when you are far away
City Scanner: No weapons, apart from the fact it blinds you
Civil Protection: Pistol, Stunstick, SMG
Combine Advisor: I don't know, only an appearance so...
Combine Dropship: None, but the infantry it drops are like its weapon and the Gunship Gun
Combine Gunship: It shoots a Pulse Rifle like gun at you
Crab Synth: Only made an appearance like the Combine Advisor
Hopper Mine: Explodes when the player gets too close
Hunter-Chopper: A pulse rifle like gun, but alot faster than the Combine Gunship
Manhack: A saw that it launches into you with
Mortar Synth: Appearance only
Overwatch Elite: AR2 only
Overwatch Sniper: Overwatch Sniper Rifle
Overwatch Soldier: SMG, AR2, and Shotgun Soldiers use shotguns
Rollermine: It launches itself into you and bounces off you, and it is electric so it electricutes you
Shield Scanner: Drops Hopper Mines which do what I said before, also blind you
Strider: A pulse rifle that shoots alot like the gunship, but on land

How to kill specific ones (not ones you can use any weapons on):
City Scanner: Any weapon but mostly the Crowbar/Gravity Gun
Combine Gunship: RPG
Hunter-Chopper: RPG
Manhack: Any weapon but mostly the Crowbar/Gravity Gun
Overwatch Sniper: RPG or Grenade
Rollermine: RPG, Grenade, and Gravity Gun, but the RPG and Grav Gun are better if used right
Shield Scanner: Any weapon but mostly the Crowbar/Gravity Gun
Strider: A Combine Ball from the pulse rifle or the RPG or SMG Grenades (Maybe)

Types of Xen:
Antlion
Antlion Worker
Antlion Larvae
Antlion Guard
Barnacle
Fast Headcrab
Fast Zombie
Headcrab
Ichthyosaur
Leech
Poison Headcrab
Poison Zombie
Regular Zombie

Descriptions of Xen:
Antlion Soldier: The most commonly found Antlion in the game
Antlion Worker: Works in the nest to protect the Larvae from threats
Antlion Larvae: The grubs that turn into Antlions
Antlion Guardian: The Antlion that rules the nest/colony
Antlion Guard: A much stronger version of an Antlion that guards the Antlion nests
Barnacle: Stationary Ceiling Dwelling Alien that catches its prey with its long sticky tongue
Fast Headcrab: Comes off of Fast Zombies, a much faster version of the Regular Headcrab
Fast Zombies: A much faster Zombie which can lunge at you and attacks alot faster
Headcrab: A being that comes off of a Regular Zombie, and also creates Regular Zombies
Poison Headcrab: Comes off of a Poison Zombie, puts you at 1hp when you are attacked by it
Poison Zombie: Throws Poison Headcrabs at the player which help the zombie kill the player
Regular Zombie: Just a regular zombie, tries to attack you and walks slowly

How to kill specific zombies faster and easily:
Antlion Soldier: Crowbar, Shotgun's Right Click
Antlion Guard: RPG, Pulse Rifle Ball
Barnacle: Crowbar, Grav Gun with Explosive Barrels
Fast Headcrab: Crowbar
Headcrab: Crowbar
Poison Headcrab: Crowbar

A Tip:
Always try to kill the headcrab on any type of Zombie by killing it with a headshot, which often kills the headcrab and so it doesn't come off the Zombie's dead body.

Miscellaneous Types/Characters
Wallace Breen: The leader of every single city on Earth
Vortigaunts: A strange creature with powers that often help the Rebels
G-Man: A mysterious character that can be seen in some parts of the game, and at the start

Hopefully this guide helped you learn about the characters of HL2, and the ways of killing specific enemies faster/easily or the only way to kill them. This is my first guide so I do not know how the Images work, so sorry about it all just being words. I don't think this contained spoilers so it's all good if you are very new to the game (maybe apart from the citadel stuff :P). This is aimed to be a very serious guide to actually help you, not to make you laugh, so if you found it REALLY boring then that is OK, but hopefully at least you learnt a thing or two.
EDIT: I learnt how to use the image thing, it's really simple, so I am adding pictures

Bibliography:
http://half-life.wikia.com/wiki/Half-Life_2
Helpers:
GI Joe: (Go check out his profile, he's a really nice guy, he gave me a fair bit of information on some of the characters and the weapons).
I also got the idea from reading one of my friend's guides.
EDIT: He deleted his guide so I had to remove the link. Sorry if anyone clicked on it and it wasn't available, and hopefully most of you got to see it before he deleted that.
Also note that none of the 3 pictures above are owned by me, I found them on google images.

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2. Comment down below
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EDIT: The picture I am using for this section is by Echo