An Ally is either a Hero (the character you are playing) or a Non-Hero Ally (a Henchman, Summoned Ally, or scenario specific Ally). Non-Hero Allies are limited in the activities they may perform compared to Heroes: most active ability checks may only be performed by a Hero and only Heroes may interact with optional sections on Story cards, carry and use items and Stars, and have Achievement gems and Inspiration gems.
Controlling Allies
Most Allies have a designated player that controls that Ally. For a Hero or an Ally summoned by a Hero, it is the player playing that Hero. You may choose any method you like to control a Henchman, an Ally summoned by several Heroes, or a scenario specific Ally, but that method should be clearly known by all players.