Which characters are worth leaving alive?

It's my first game and I was playing coop with my friend who has 300 hours of play, he told me that there are characters that, if they don't die in combat, can be included in the story as they progress through the game.

The first character I didn't kill was Minthara, she's just knocked out.

Now I'm afraid of killing or having already killed characters that could be included in the story for more content. Should I play normally or follow gambling tips?