- Each character needs to be easily distinguishable. If the narrative is in first-person, make it so each character's monologue is different in noticeable ways (vocabulary, punctuation, sentence style, frequency of metaphors and other literary techniques, etc). Even if it's in third-person, slightly alter the narrator so that, again, each chapter is distinguishable. In other words, make them stylistically different.
Example. In Beloved, by Toni Morrison, there is a sequence of 4 chapter that focus on the protagonists. The entire novel is narrated on the third person by an omniscient narrator, so these chapters are so jarring that they serve as a landmark in the book. And each character has peculiarities. One is psychologically undeveloped, so her chapter has no punctuation and is written as if by someone whose mind is a complete mess, random ideas everywhere. This makes her so easily distinguishable that the author doesn't even need to label each chapter as "Bob's Chapter" or "Mary's Chapter".
- How does each character perceive the world, and how does the world perceive each one of them? Let's say Character A is very friendly towards a certain faction, and in return is welcomed by them and treated very well. But, maybe, this same faction is hostile towards all the other characters. So, here, you would be establishing each character in how they relate to the world. This tells a lot about them, and since you are working in a visual novel this actually gives you many interesting "gameplay" opportunities.
Example. Let's return to Beloved. In this book there is this mother and daughter. The mother is openly hostile towards pretty much everyone in the town, and is very hated. She raised her daughter without socializing her, so when the girl's an adult she's terribly afraid of going out.
The thing is, one day the mother get's "sick", and the daughter is the one who asks for outside help. She has to brave her fears and communicate with the community, and in that she discovers that she isn't hated. The community takes a week or two time to warm up to her, but once they understand her situation they promptly support her in many ways.
The community still dislikes her mother, but now they have some sympathy and actively like the daughter. So, you see, this is an interesting way to differentiate each character.
So, you said you are working on a visual novel. So, why don't you try to incorporate what I said in the decisions each character has to take? Maybe John's storyline is somewhat focused in solving a family issue, and, accordingly, his decisions revolve around his family and how they improve or worsen his condition. Maybe Mary wants to save the world and doesn't really care about the impact of her decisions in John's family, and that should reflect in her choices. Maybe Thomas is torn between saving the world and staying with his family, etc.
Map each character. Describe them, then compare them to each other character. Maybe they are complimentary to each other, maybe they are similar... Maybe they are friends, or enemies. Map everything, so that you always have in mind their possible interactions. Try to make each bond between them as unique as possible.
How is the structure of your plot? Does your visual novel have a linear narrative (the player necessarily goes through all storylines in a single playthrough?) Or does it have a fragmented one (you have a chapter select menu?) If it's the latter, are all chapters available from the start or do you unlock each one?
Think about this. The order you present each character can have a great impact in the story. Often, the first character the player gets to spend a lot of time with will become the "standard" protagonist. You can use that to great effect. Maybe you play first as the villain without knowing that person is the bad guy. Maybe you play as someone who thinks Bob is the worst person ever, but Bob might be actually a pretty nice guy. Toy with the player's expectations and impressions.