Alter Ego is extremely reluctant to reveal his True Name, going to great lengths to hide it. At first, he insists that he's just a random peasant boy named Dimitri had absolutely no qualifications to be a Heroic Spirit whatsoever, claiming that the Grail must have made a mistake. If that lie doesn't seem convincing enough, he would claim that he's just a nameless wraith; one of the many individuals who assumed the identity of Tsarevich Dimitri Ivanovich, unrecorded by historical records. Yet even then, something about his story still seems off... Meanwhile, the three individuals who accompanied him told a different story; all three of them insists that the young boy is indeed Tsarevich Dimitri Ivanovich, and the three of them are "three possible versions of him from three possible futures"... or at least that's what they say on the surface. Beneath that, they frequently argued that only one of them is his real "future self" while the other two are nothing but frauds trying to cash in on Dimitri's name. A highly suspicious Servant with a highly suspicious identity all around.
Of course, the truth is much simpler than that, with no time travel or alternate futures involved. The young boy's True Name is truly none other than Tsarevich Dimitri Ivanovich himself, youngest son of Ivan the Terrible and heir to his kingdom. His three companions? They are none other than the three pretenders who assumed the young boy's identity soon after his passing. Their True Names lost to history, they are known simply as False Dimitri I, False Dimitri II, and False Dimitri III.
Tsarevich Dimitri Ivanovich (Dima)
Alter Ego's "main body" and dominant personality. Childish and innocent befitting of his age, Dima wishes for nothing more than a peaceful life; endless days where he could play his favorite games and read his favorite books with no care for anything else. Despite being the son of the legendary Thunder Emperor, he has absolutely no interest in continuing his legacy. In fact, he seems to fear it. The mere mention of him being royalty is enough to give him an anxiety attack for reasons he cannot fully understand. Said reason may have something to do with his fate, which even he cannot seem to remember. While there are many possible theories regarding what happened to him, ranging from assassination, accident, to the possibility that he may have faked his death to escape his responsibilities, judging by his reaction to the topic, whatever happened on that day... most likely did not end well for him. For this very reason, he also despises his form as a Servant and if sufficiently pushed, may lash out on his Master for "summoning a helpless, terrified child just so he could die again". Dima has many wishes for the Grail; he would wish so that his peaceful childhood days could last forever, for an end to the deceit and conspiracies his childish mind cannot comprehend, for his brother-in-law Boris Godunov to die in the most painful way imaginable, or to never be summoned as a Servant again... but at the root of it all, he wishes to remove himself from the royal family, instead wishing to be born as a simple peasant boy on a cozy little village where he could spend his entire life peacefully.
False Dimitri I
The first and most successful of the three pretenders, the only one who actually managed to become Tsar of Russia. The "responsible older brother" type. Among the three, he's the one who possesses the most "Kingly" characteristics. Idealistic and uptight, but also grounded and caring, he truly fits the image of a wise "Savior King" that he painted himself as. However, underneath his initial persona lies a darker side to him. Despite the progressive values he held and the reformations he enacted, he was betrayed by his own people before being brutally tortured and executed, which costed him an eye and numerous scars underneath his armor. He is still extremely bitter over this end, believing that the masses failed to understand his noble ideals. Thus, as a Servant, he concluded that he no longer has the luxury of being nice and understanding towards his opposition. The ignorant, hateful masses could never understand him, so what's the point? His vision of a just and perfect world must be brought swiftly with an iron fist, even if thousands must die for it. This makes him extremely self-righteous to the point that even if he does have some noble goals and progressive ideas, he refuses to explain them to anyone he deems "unworthy", instead preferring to immediately resort to force to "convince them".
Dimitri's greatest wish would be to ascend the throne once again for a second chance to realize his ideals. However, he realizes how unlikely this is to happen, considering he lacks a physical body and all. Thus, he's satisfied with being the Tsar's right-hand man, something he planned to do by trying to convince Dima to assume his rightful position as Tsar.
False Dimitri II
The "sleazy older brother" type. A lazy, carefree hedonist who only cares about money, fame, and women, he's indisputably the most laid-back of the three pretenders. He doesn't seem to have any regrets regarding his previous life, though he slightly laments the manner of his death ("A barfight? Seriously? Man, that was embarrassing. Wish I could've gone out in a cooler way, but whatever, I guess."). Underneath his initial shallow personality, he can be resourceful and almost dependable when push comes to shove, but whatever genius scheme he cooked up, they always have one commonality; none of them feature him fighting, or doing anything at all for that matter. He's content just letting his people fight and die for him, something he could easily do thanks to his "charisma" (mental manipulation magecraft) and over-the-top acting skills. His acting talent is so impressive that he could issue heartfelt apologies and rousing speeches without meaning either of them, while moving his audience to tears. A sleazy, deadbeat jerk who could play the part of a hypercompetent politician and brilliant strategist if he actually bothers to try.
Dimitri's greatest wish is as simple as his personality; another chance to indulge himself in fame, money, and women. He doesn't seem to care whether the Grail is necessary or not for this wish, as long as he can enjoy himself along the way. Nonetheless, he decided to suck up to the young prince on the off-chance that the prince could somehow once again obtain his position as Tsar and give him a nice, cushy position in his court.
False Dimitri III
The "creepy older brother" type. The most enigmatic of the three pretenders. A man of a few words, he largely keeps to himself, only saying the few, necessary words required to convey his message. Yet underneath his silent, enigmatic form lies the soul of a deranged psychopath. While he claims to not enjoy killing (or at least not directly), he enjoys the sense of power he obtains whenever he systematically deprives his enemies of their resources and hearing their desperate pleas. He believes this experience gives him a sense of manic ecstasy like no other. Even then, he avoids implicating himself in these acts, preferring to move in the shadows. Due to the nature of his death at the hands of an angry mob, he's also extremely cautious and somewhat paranoid, to the point of sleeping with one eye open.
Dimitri's only wish is to experience that feeling of power and ecstasy once again. He absolutely does not care about the Grail, but he knows that attracting unnecessary attention would hurt not only himself but also the young Tsar, and the Tsar's death would mean that he would cease to exist as well. It is this belief that helps him restrain his impulses and function as a Servant.
"Tsar Dimitri of Russia"
Ultimately, despite how each of the three pretenders seemed to use Dima to fulfill their own pragmatic agendas, their time together had changed their outlooks to a certain extent. Now, the four seems to have become a caring, if not somewhat dysfunctional family of sorts. The three pretenders treated Dima like a younger sibling they never had, and Dima also learned a lot from them, including the necessary qualities of a wise and just king from Dimitri I, how to kick back and enjoy life a little from Dimitri II, and the art of deception and trickery from Dimitri III. Of course, a family that consists of a vengeful king, a sleazy politician, and a serial killer is quite different from your average family, but for the young prince who never knew any other meaning of "family" and spent his entire life as the center of a conspiracy, it's the best thing he could ask for.
"...As Tsar, we made more than a few mistakes and brought this upon ourselves, so I believe it's not our right to force our wishes upon you."
"But you, you did nothing wrong! You're just a kid who got roped up in some conspiracy you never asked to be a part of! You lost so much because of it!"
"Therefore, it's only fair for you to have this wish. Whatever you wish for, whatever conclusion you reach, know that we will always remain beside you."