Sun Wukong/Affiliation

SSSN
Sun is the leader of Team SSSN.

Haven Academy
Sun is a student at Haven Academy.

Blake Belladonna
Sun Wukong seemed to develop an attraction to Blake when he first saw her. In addition, he suspected Blake was hiding something under her bow.

Sun was the one who comforted Blake after she fled from her teammates, and they quickly formed a friendship. Although his petty law-breaking seems to annoy Blake, she earlier sprung to his defense when Weiss was speaking ill of Sun.

At the same time, Blake's quiet and reserved demeanor causes Sun to tease her a little. Even right after they first meet, Sun seems to be somewhat protective of her, shown when he jumps in to help her during her fight with Roman Torchwick. Both seem to work together well during the following fight.

Sun continues to pair up with Blake during her investigation into the activities of the White Fang. Later, he nervously invites her to the dance only to be shut down by an unstable Blake. This clearly hits him hard, as he appears to be rather depressed afterwards.

After Blake is convinced by Yang to ease up on the investigation, she makes up with Sun, and they go to the dance together. The two are later seen dancing and smiling, indicating that Sun's attraction towards Blake may be mutual. It is further implied this is the case based on how he talks about her with Neptune.

In New Challengers..., Sun points and winks at Blake in the audience while he and Neptune are celebrating their team's victory in the match against team NDGO, and Blake blushes in response.

Weiss Schnee
Although unaware of it, Sun Wukong is seen as "riff-raff" by Weiss, who has prejudices against Faunus due to her family's history with them.

Despite her lack of trust, Weiss appears somewhat grateful towards Sun for helping Blake when she runs away; although, she says that she's "still not quite sure" how she feels about him.

In the Beacon Academy library, Sun refers to Weiss as "Ice Queen", implying he holds a negative view of her personality. Sun seems to be oblivious of Weiss' annoyance to him casually hanging in front of Team RWBY's dormroom window in A Minor Hiccup; at Weiss' inquiry to what he means "he does that all the time", he clarifies that he climbs trees all the time, which only annoys Weiss even more.

Ruby Rose
Although interactions between the two have been few, Sun seems to get along well with Ruby. Sun seems willing to help Ruby and her team in their investigation with the White Fang, telling her that friends should always be involved in each other's plans.

Yang Xiao Long
Despite only shown having few interactions, Sun also seems to get along well with Yang as well.

Neptune Vasilias
Neptune is an old friend of Sun and a member of his team. Sun seems not to like it when Neptune acts like a "nerd", as seen in the library when Neptune said libraries are meant for reading. Sun seems to have a close relationship with Neptune as he was the main member in the team to coax Neptune to help Team SSSN win against Team NDGO.

Roman Torchwick
Sun appears to have a dislike of Roman because he attacked Blake, and possibly for other reasons. He himself agreed on his own will to help Team RWBY in stopping him.