@Amyzxy-To my knowledge, all Nursery Rhymes and Fairy Tales are in the public domain. Nearly everything published before 1923 is. So that means every 'classic' fairy tale character- like the ones you mentioned are public domain. in addition, Peter Pan has quite a confusing copyright history, so I wouldn't recommend him, and the Wizard of Oz is public domain as long as you follow the original books and not the movie (i.e. using silver slippers, unlike the ruby slippers in the movie. Other than the 1923 rule, typically copyright would usually expire 70 years after the authors death.
Hope this helps.