What choices do characters make about groups they will belong to ?

This depends on what groups you mean . Rudy and Liesel join a group of thieves stealing mostly food because they are hungry. Rudy is forced into the Hitler Youth but does not like it.

Hans makes a strong decision not to join the Nazi Party despite Hans Jr's constant begging. He makes his own decision based on his own opinions about what he has seen the Party do to people he knows.