Edmund, Goneril and Regan - the villains of King Lear - are often played as just that. In fact, some critics think it's wrong to play them as anything but villains, and consider it a disservice to the text if they're played otherwise. But if you don't know what's coming, you can find Edmund quite sympathetic at the beginning. (And is it just me, or does Kent seem a bit taken with Edmund at the start? He first calls Edmund proper - handsome - to Gloucester, and then says to Edmund, "I must love you and sue to know you better." And Kent, after all, as it's said in Slings & Arrows, is the moral center of the play.) And depending on how they're played, you can also sympathize with Goneril and Regan. There are certainly places in the text that allow for (and I think encourage) that.
In Edmund's introduction, it seems inevitable that an audience would automatically side with him. After all, Gloucester (his father) is inconsiderate and rude to him (though this too can be said lovingly). When Kent first asks about Edmund, Gloucester says, "I have so often blushed to acknowledge him that now I am brazed to't." He then goes on to say that he's a bastard. He does say that his other, legitimate son is "no dearer in my account," but then immediately says, "Though this knave came something saucily to the world before he was sent for, yet was his mother fair; there was good sport at his making, and the whoreson must be acknowledged." He says this with Edmund standing right there (though there are productions in which Edmund doesn't join the conversation until the next line). Edmund silently takes it. Again, Gloucester could say some of this lovingly, but why say it at all? Kent had merely asked if Edmund were his son. Gloucester then offers all this information about Edmund's dubious birth.
When Edmund is finally allowed to say something of substance, he makes a rational and thoughtful argument for his case. "Wherefore should I/Stand in the plague of custom and permit/The curiosity of nations to deprive me/For that I am some twelve or fourteen moonshines/Lag of a brother? Why bastard? Wherefore base,/When my dimensions are as well compact,/My mind as generous, and my shape as true/As honest madam's issue?" (Act I Scene ii). He ends that speech with the delightful line, "Now gods, stand up for bastards!" You can't help but like him.
And his second soliloquy is one of my favorite speeches in the play. Gloucester has just spoken of the recent eclipses as portending something awful. Edmund refutes this idea: "This is the excellent foppery of the world, that when we are sick in fortune - often the surfeits of our own behavior - we make guilty of our disasters the sun, the moon, and the stars, as if we were villains on necessity, fools by heavenly compulsion, knaves, thieves, and treachers by spherical predominance" (Act I Scene ii). Probably my favorite line from this speech is, "My father compounded with my mother under the Dragon's tail, and my nativity was under Ursa Major so that it follows I am rough and lecherous." Edmund is saying that we, not the stars, are responsible for who we are and what we do. A totally respectable position.
Of course, then Edmund does some pretty horrible things. But before then, he's a pretty likable fellow. Unless, that is, he's played as a villain throughout, through leering and other bad acting.
Goneril and Regan likewise don't come across immediately as completely evil. Certainly, they seem false in the first scene. But can you fully blame them? They're playing the game. Their father is formally dividing the kingdom among his three daughters, and he's already made up his mind as to the divisions. His asking for a verbal token of each daughter's love may seem juvenile and sad, but it's also just a part of the ceremony. Goneril and Regan play along; Cordelia doesn't. Both are valid responses to the king's request. You can't hate the older two sisters for going along with their father's wishes. After all, he is the king.
Then at the end of the first scene, they have their little conversation in which it seems like they're beginning to plot. But look at what they say. Goneril says, "You see how full of changes his age is. The observation we have made of it hath not been little. He always loved our sister most, and with what poor judgment he hath now cast her off appears too grossly." First of all, Lear has made no secret that he favors Cordelia. That has to make Goneril and Regan feel just a bit crappy. But also, they are questioning his judgment, and noting that it's obvious to everyone that his judgment is poor, at least in the case of Cordelia. Goneril goes on to say that even in Lear's best time, he's been rash.
Regan then says, "Such unconstant starts are we like to have from him as this of Kent's banishment." They're worried that Lear could at any time turn on them. And with good reason. After all, he's just treated his acknowledged favorite child poorly, and then banished a good and loyal friend of his. Is it any wonder that Goneril and Regan would worry about their own welfare? They decide they must do something about it.
When we next see Goneril, she asks her steward, "Did my father strike my gentleman/For chiding of his fool?" To which he answers, "Ay, madam." Lear is staying at Goneril's home, with a hundred of his men, and one of his men has struck one of hers. She then says, "By day and night he wrongs me. Every hour/He flashes into one gross crime or other/That sets us all at odds. I'll not endure it./His knights grow riotous and himself upbraids us/On every trifle." Basically, her home is in disarray because of the presence of her father and his men. It sounds like, because he no longer has command over a country, that he is unable to give up rule completely, and so has taken over his daughter's home, using it as a smaller kingdom. Well, that would be enough to upset anyone. Is Goneril out of line here?
Later they seem harsh toward their father when they try to take away his men, asking why needs a hundred, or fifty, or twenty-five, or even one man? While they do treat him terribly in this scene, they also to an extent have a point. After all, Goneril and Regan have servants of their own in their homes, servants that could take care of Lear. So why does he need a hundred men, especially when they're causing so much commotion in their homes? Of course, this also depends on how it's played. In some productions, the king's men are rowdy and obnoxious, and you can see more clearly Goneril's point. In other productions, the men seem more sedate and genuinely surprised when Goneril speaks against them.
Keep in mind that Goneril and Regan are already a bit on edge, because they're unsure if Lear will turn on them as he did Cordelia and Kent. So they're more sensitive to any problems. So, yes, perhaps they are blowing something small into something big. But it all starts with Lear's treatment of Cordelia and Kent.
Also, Lear curses Goneril in front of her husband and all the men. He says, "Into her womb convey sterility;/Dry up in her the organs of increase,/And from her derogate body never spring/A babe to honor her./If she must teem,/Create her child of spleen, that it may live/And be a thwart disnatured torment to her." That's pretty harsh. He later calls Goneril, "a disease that's in my flesh," and then tells her, "Thou art a boil,/A plague-sore, or embossed carbuncle/In my corrupted blood." Ouch.
Again, none of this validates anything that the sisters do later. My point is that they don't start out as villains - they don't aim to do horrible things from the beginning. And you can, at least for a while, understand their perspective.