As someone who read the books, they have more personality in the show than the first book.
Rand, in the books, is your basic personality-free neutral mask hero where anyone can slot themselves in a la Keanu in the Matrix.
Mat is a hyperactive trickster type that never stops fucking talking and testing limits to just test them.
Egwene is Ms. Men Are Stupid, Women Rule to the point of being almost comically obstinate if the suggestion came from anyone other than a woman, even if it's the exact same conclusion a woman reaches later, worded differently.
Nynaeve is almost absurdly standoffish. To everyone. On everything. Always. She is a walking pile of righteous anger and indignation.
Lan is a condescending prick who is really, really hard to like.
Moiraine only has half the story and is wrong about half the time but speaks with such utter confidence that you want to trust her, until you get into the later books and realize how much she was just pulling out of her ass and making up on the fly because Aes Sedai R Right, Duh.
And Perrin is the slow, pensive type that would make a LotR Ent look almost brash by comparison.
They got more nuance in the show than in the books.