Most of the characters in the game stay in one place so they're relatively easy to find.

Colton is almost always on the left side of the front porch of the main house.

Clara is almost always in the parlor of the main house.

Wade is always in the cemetery.

The Cemetery

And Harper, after you meet her (which you'll do after following the instructions on the first weird note) --

I found a weird note in the upstairs hall!

-- is usually in the cellar, though sometimes she wanders off.

The Cellar