I guess...Reimu x Yukari is one of the main ships? And Keine x Mokou? And the vampire chick and her maid? (Remila x Alice, I think?) After that it gets REALLY fuzzy for me.
Basically, it helps to think of Touhou in terms of groups.
There's Reimu first of course, she's really one of the most central characters in the whole thing. Yukari is connected with her due to maintaining Gensokyo itself.
Then there's the Forest of Magic, which is mostly Marisa and Alice, as well as the Three Fairies.
Next would be the Scarlet Devil Mansion. That's the sisters, Remilia and Flandre, plus Patchouli, Koakuma, Sakuya, and the BEST CHARACTER IN GENSOKYO, Meiling. Also fairies like Cirno live nearby.
Eientei, which is the moon group, is Kaguya, Eirin, Reisen, Tewi, about a hundred unnammed rabbits, and the one who hates them, Mokou. This brings Keine into it, although she sort of crosses over with the human village.
Most of the human village stuff concerns Keine or Aki, although some stories have wild and unaffiliated youkai like Mystia or the Prismriver sisters making appearances. Aya, the tengu, also crosses over between the human village and Youkai Mountain.
Youkai Mountain is Sanae's temple with its two resident gods, Kanako and Suwako, as well as all the tengu and kappa.
There are other groups as well. The Underground/Old Hell, the Afterlife, Miko's own temple, the youkai temple, Makai (where Alice is from, sort of), etc. You get an idea of which characters fall into which groups as you go along, and if you're on the lookout for that as you read it makes it a lot easier to keep track in my opinion.