This may seem like an easy question. Sure, it refers to Salomé, daughter of Herodias, who you might call the main character in the play. But it ain't that easy-peasy.
For one, Wilde himself said the moon actually had the leading part—but you can't take Wilde's word at face value. (You can find more on the moon in the "Symbols" section). More importantly, though, is the origin of that name: Salomé. It never appears in the Bible itself, at least not in reference to the daughter of Herodias.
The story of John the Baptist's beheading appears in two of the four Gospels: in Mark 6:17-29 and Matthew 14:3-11; and in both cases Salomé is simply called "daughter of Herodias." That said, by the time Wilde got around to writing his Salomé, there was plenty of precedent for ol' Wilde to follow.
Gustave Flaubert referred to her as Salomé in his 1877 short story Herodias. More importantly, another French writer, Joris-Karl Huysmans, wrote about Salomé at length in his novel Against the Grain (À Rebours), written just seven years earlier. That novel, with its decadent (and sometimes super-duper-grotesque) imagery, had a huge influence on some of Wilde's writing—he even alludes to it in his novel The Picture of Dorian Gray—and it's safe to say that that same total weirdness and absolute grossness survives in his depiction of Herodias' daughter.
So, when we see Salomé on the stage, we're not seeing a character from the Bible: Wilde's putting his own spin on her…and he's also taking a cue from his (often French) literary ancestors.