This applies to all the games and not just Shenmue 1. Its simple all you have to do is pick one chacter and rank all the other characters in succesion of how close Ryo is to them.
As an example Ill use Ryo. I wont list any minor characters unless they have signifigant importance in Ryos life. Here we go:
First off Ryo has a huge bond and love for his father so much so that he would go to any lengths to avenge his death. Then you have Nozumi who Ryo is secretly in love with and would be with her if not for the fact he had to find some sailors and figure out his sexuality. Then Shenhua who Ryo, even though he has only known her for a short time has a huge bond and connection with, almost like a little sister. Then Fuku san whos pretty much like his brother. Then Xiuying who he has a master/apprentice relasionship with and I think theres a bit of a spark there. The Ine san whos pretty much like his grandmother. Then Ren who although they have a huge love and hate relasionship, I think the night they were together they really bonded and have alot of respect for each other. Then Gui Zhang whos like a lesser Ren. Then Fangmei who Ryo likes and reminds him alot of back home. Then Joy who although he has a freindship with really pisses him off allot. Then Wong who although he liked him they were never really that close. Then Yuanda Zhu who he wasnt really close to at all. Then I have Chai and Dou Niu tied for how much he hates them. Then the obvious last Lan Di.
Ssssoooo that was long (it doesnt always have to be done but I wanted to show you what I meant) Anyways heres the list:
Ryo: Iwao»Nozumi»Shenhua»Fuku San»Xiuying»Ine San»Ren»Gui Zhang»Fangmei»Joy»Wong»»Yuanda Zhu»»»»»»»Chai and Dou Niu»»»»»»»»»»»»Lan Di