Up until you unlock new characters, you travel with Solas, Varric and Cassandra. However, there is no requirement that you need to travel with the full group. Who you want to travel with is completely up to you. It is highly recommended that there is a representative of each class in the party (rogues can open locks, warriors can force doors open and mages can handle magical barriers). The wrong choice is to pick the characters of one specialization and class - the entire party that fights in melee or using range attacks. During your journeys, your companions will also have random conversations, sometimes regarding the current events. You cannot voice your own opinion, but depending on the mood of a given character, the similarity of their opinions and temper, you can hear hilarious conversations and arguments between the companions. However, this only serves as an element to diversify the game and it does not influence the storyline.