It depends on the following:
A. Sega as a publisher.
B. Sega as a developer.
C. A game on a Sega console.
D. Two of the above.
E. None of the above.
F. Any of the above.
G. A, B, and C.
The following are the only ones I can think of, if the choice is F:
Rukia Kuchiki
- Bleach
Vanessa Lewis, Pai Chan, Aoi Umenokoji, Dural, and Eileen
- Virtua Fighter
Cream, Princess Elise, and Tikal the Echidna
- Sonic Adventure
Angel, Uri, Rose, and Mia
- Trickstyle
Sally the Acorn
- S.T.H. (Television)
Linda
- Samda de Amigo
Marine
- Sonic Rush Adventure
Both Blaze's were already mentioned. I'm not sure if the Soul series counts as Sega, since it was developed and produced by another publisher. It was released on a Sega console, though.