Aconversation between two or more characters is called

dialogue
monologue
narration
soliloquy

A conversation between two or more characters is as follows:
Lets look at our options. :)  A soliloquy is somewhat similar to an aside. Here are some tricks to help you figure this out. Think of the word soliloquy, what does solo mean? By itself. A soliloquy is a single character expressing his feelings. Lets look at Monologue, looking at the etymology of the word we see that mono comes from the Greek word 'monos' meaning alone, so we can conclude along with the definition of monologue that this also is not our answer. A narration is not communication between characters but description of what is occuring. Leaving dialogue as our answer, and we can confirm this is right by looking at the definitions.
If you have any other questions or would like further explanation just let me know! :)