Each member of the Cooperative will bring a different power to your group; the Warrior fights hard (despite her moral objections), the Miner overcomes deep psychological issues to dig you out of sticky situations, the Necromancer is pretty creepy.
A tricky thing, though: you have to control them all together. Move left, and the whole group moves left. Activate the special power, and every member will jump into action. And please, do your best to bring home some gold, the Village could really use it.