Here are the groups in order of difficulty:

Australian Animals:
Bluey (Australian Cattle Dog) from the eponymous series, Nom Nom (Koala) from We Bare Bears, Perry (Platypus) from Phineas & Herb, and Taz (Tasmanian Devil) from Looney Tunes.

Characters from Hans Christian Andersen:
The Little Mermaid, The Ugly Duckling, The Steadfast Tin Soldier, and The Little Match Girl.

Names ending in -thers:
Blathers from Animal Crossing: New Horizon (video game); Waylon Smithers from The Simpsons, Withers from Baldur's Gate 3 (video game) and Feathers McGraw from Wallace & Gromit: The Wrong Trousers.

Characters voiced by Mark Hamill:
Thorn from the Wild Robot, the Joker from Batman: The Animated Series, Luke Skywalker from Lego Star Wars (not his first time voicing that character!) and Skips from The Regular Show.