Characters' names are pretty significant in the novel and they offer direct commentary on the personalities and qualities of the people they are attached to. Holly is perhaps our most blatant example of this. Her full name is Holiday Golightly, and this perfectly describes who she is and how she lives her life. Every day is a holiday for her and several critics have noted that "lightly" is precisely how she lives her life. She flits around from one good time to the next with little thought for any potential consequences and with little thought for the "heavy" things that might result from her actions.
Rusty's name is also representative of his character. His full name is Rusty Trawler, and a trawler is a large commercial ship. We know that Rusty has money (this speaks to the commercial part), but the "rusty" part is also interesting. Rust signifies something old and ignored, something that hasn't been taken care of, and something that has lost its luster and beauty. These all describe the character Rusty quite well.
Capote reveals a lot about his characters by simply telling us about them. Take a look at the passage in which the narrator first sees Holly:
"She was still on the stairs, now she reached the landing, and the ragbag colors of her boy's hair, tawny streaks, strands of albino-blond and yellow, caught the hall light. It was a warm evening, nearly summer, and she wore a slim cool black dress, black sandals, a pearl choker. For all her chic thinness, she had an almost breakfast-cereal air of health, a soap and lemon cleanness, a rough pink darkening in the cheeks." (2.12)
This is the most detailed description of Holly we get in the entire novel, and it comes to us by way of the narrator simply telling us about her with the attention of a writer.
We learn a lot about the characters by what they do. Holly continues to steal even though she no longer has to, just to stay in practice. This tells us that at some point she had to go to some pretty drastic measures just to survive and that she worries that she might still have to some day. Joe Bell orders a limo for Holly even though he doesn't want her to leave, which reveals what a big heart he has under his gruff exterior. And the narrator keeps his promise to find Holly's cat, showing us how truly loyal he is. The things these characters do tell us a great deal about who they are.