Hardy lets us know what characters are like in part through how they act. Just look at the opening scene of the novel: the narrator doesn't tell us what Michael and Susan are thinking, and they haven't started talking yet, but we learn that Henchard is proud and distant and indifferent to his wife just from Hardy's description of how they walk together.
As the novel goes on, the narrator starts being more communicative about what the characters are really like. For example, he tells us directly that Henchard "was the kind of man to whom some human object for pouring out his heat upon – were it affective or were it choleric – was almost a necessity" (19.29). In other words, Henchard needs other people to project his emotions onto.
Farfrae is from Scotland, and his dialect comes through in his speech, which sets him apart from the other townspeople. Henchard, too, speaks differently. Speaking Standard English was, at the time, a sign of having received a formal education, so Henchard's use of regional words and expressions shows that he's not well educated.
Elizabeth-Jane, too, uses some colloquial, regional expressions. This infuriates her stepfather, because it shows that she wasn't well educated.
One would think you worked upon a farm. One day I learn that you lend a hand in public-houses. Then I hear you talk like a clodhopper. (20.41)
The narrator tells us that Elizabeth-Jane's accent is charming and sweet, but for Henchard, it's a reminder of class distinctions that he'd rather forget.