Video Game Characters Starting With A

Action/Adventure

• Aloy (Horizon)
• Altaïr (Assassin's Creed)
• Arthur Morgan (RDR2)
• Agent 47 (Hitman)
• Alex Mercer (Prototype)
• Alucard (Castlevania)
• Asura (Asura's Wrath)

RPG

• Aerith / Aeris (FF7)
• Auron (FF10)
• Anya (Baldur's Gate 2, Oblivion)
• Aether (FF14)

Platformer/Puzzle

• A Link (Zelda — often called Link, but "A Link" in titles)
• Alex Kidd (Miracle World)
• Hat Kid (A Hat in Time)

Fighting

• Akuma (Street Fighter)
• Akira Yuki (Virtua Fighter)
• Axl Low (Guilty Gear)
• Athena Asamiya (KOF)
• Amaterasu (Okami)

Shooter/Strategy

• Alisa Bosconovitch (Tekken)
• Agent Jones (Fortnite)

Other Notable

• Abe (Oddworld)
• Albert Wesker (Resident Evil)
• Alice (American McGee's Alice)
• Ashley (Animal Crossing / RE4)
• Amitie (Puyo Puyo)

Hundreds more exist. Specify franchise/genre for deeper cuts.