We hate to resort to stereotypes about jobs, but there is a lot we can learn about the main characters in this story based on what they do for a living. The narrator is a high school math teacher. We tend to think of teachers as stable, level-headed, straight-laced people, and the narrator is all of these things. What's more, he teaches math: the ultimate "logical" subject. He has a family, a steady job, and a home. And he simply can't comprehend wanting the life of a musician.
Which brings us to Sonny. A jazz musician, Sonny leads the kind of life we tend to associate with artists. He sort of floats from place to place, doesn't seem to have a permanent job at any point in the story, and hangs out with other people who lead the same bohemian life he does. And let's not forget the drug abuse. We certainly aren't implying that there's something inherent in artists that makes them prone to drug use, but the narrator does associate jazz music with drug use, and Sonny certainly supports this association through his actions.
Baldwin reveals a lot about Sonny by simply having the narrator tell us about him. Take a look at this passage in which the narrator describes Sonny as a teenager:
I told myself that Sonny was wild, but he wasn't crazy. And he'd always been a good boy, he hadn't ever turned hard or evil or disrespectful the way kids can, so quick, so quick, especially in Harlem. (4)
This is one of the first descriptions we get of Sonny's personality, one of our first impressions of him, and it's directly from the narrator.
The thoughts and actions Baldwin attributes to his characters are perhaps the most effective way he differentiates them for us. For instance, in a key passage Sonny and the narrator reveal their thoughts about suffering. The narrator seems resigned to the fact that all people suffer: "Isn't it better, then, just to – take it?" (208). His idea that we should just accept suffering tells us a lot about his character (he's suffered a great deal but he doesn't see any use in trying to fight it). Sonny, on the other hand, believes we should always try to combat suffering. He doesn't see this struggle as useless but rather as a part of human nature. He understands the need to at least try to feel better about one's life and thinks this is a necessary and important part of human nature. The very different opinions Sonny and the narrator have about suffering give us some really important clues about who they are as characters.