Limbo

Limbo is the playable protagonist in Lost. Similar to the characters that have no actual name, Limbo also doesn't have an actual name. The name "Limbo" was suggested to be a placeholder name that's just used to refer to this character. The name being used as a placeholder makes more sense on the aspect of the alternate selves being called Heaven and Hell while he himself is Limbo.

Unlike the other characters, he has no SE apart from when he finally speaks at the end (when choosing to leave), where the SE matches his one and only dialog; "Why?"

Appearance
Limbo is depicted with a medium skin tone, black hair that's styled, a mask, a white t-shirt with red sleeves, and what appears to be black dress pants and shoes. The mask seems to have a depressed look on it while appearing to smear at the lip area where, in some drawings, there's some kind of black substance leaking out of it. Though, in the other drawings, the lines on the mask are drawn looking less smudged or blurred. While the ribbon to fasten the mask is almost never shown, there's official art showing it on Limbo, revealing that at least Limbo's ribbon is red; matching the red on his shirt.

He seems to slouch a bit and is shorter compared to other characters that appear to be the closest to his age, being about a head shorter than them even without slouching. Apart from that, another character had mocked Limbo, not for his height, but for "bandaging what weren't wounds", which appears to mean that he was using unhealthy binding methods to try to ease his chest dysphoria since the creator confirmed he was trans, which could also be why he slouches as much as he does. The previous comment thrown about how Limbo must've been "ashamed of that damned voice" shows that he's willingly nonverbal because he hates how his voice sounds and would rather not speak to anyone at all as a result.

Relationships
While Limbo seems very out of it with most of the things going on in this strange world, especially with most of the characters only having one repeated line of dialog, there are a few relationships, most of which could just be interpreted with what's there.

The most distinct one being with Seiko, who he's been said to be related to. Nothing's known about why they both ended up there or why they appear the most conscious compared to the others in that world, but apart from Limbo likely being curious that another person still has their own will (presumably), it could be likely that he also recognized her to an extent since they're related, but it's unknown how they're related.

Apart from that, it seems likely that Limbo's affiliated with Hunter and Sonya in some way with them interacting in the photos he attempted to take by himself even though they react like every other typical NPC apart from that, and there's concept art with the three of them together, which could mean they were friends at some point before the time the events in the game takes place.

Alternate Selves
Depending on whether the player chooses to either look into the mirror titled Heaven or Hell, the character Heaven can either be a playable character or an NPC; the same goes for Hell. Heaven and Hell can either become the protagonist or antagonist depending on which route is chosen. The names given to these alternate selves makes it more obvious that "Limbo" is just a placeholder name for the initial player character.

Appearance
Heaven - Because of the lack of normal coloration in the Void, Heaven is depicted with a canvas-white skin tone, black hair that's styled, and a mask with large eye holes with no mouth and nubs at the top. His outfit consists of a high neck black shirt that has elbow-cut sleeves and a curved hem, a short white canvas cloak, and white knee-length leggings. Hell - Because of the lack of normal coloration in the Void, Hell is depicted with a canvas-white skin tone, black hair that's styled, a pair of horns that stick straight up while curving slightly, and a mask with a sharp-toothed smile with no eye holes. His outfit consists of a high neck white shirt that has elbow-cut sleeves and a curved hem, a short black canvas cloak, and black knee-length leggings.

Trivia

 * Heights and loud noises make him incredibly uneasy
 * Limbo could unmask himself, but he's too insecure to do so
 * Heaven and Hell are the exaggerated sides to Limbo's depression
 * Heaven and Hell were conceptualized first as a visualization of the furious side of one's depression beating up the fragile side of one's depression