Much like the movie this os based off of, the villain is very evil (Billy Bob Thornton as) hired killer Lorne Malvo:

Or, is the real villain of this story wife killer, spineless greedy (Martin Freeman as) Lester Nygaard:

Either way, much like the film, the moral compass and heroine of our story is police officer (Allison Tolman as) Molly Solverson: