The AGE (All Genre Ero/tica) Exploration Party is a group of 3 friends that the main character guy joins.
In episode 7 we learn during a flashback how he met them. He was too shy to buy an ero magazine, so they offered to be the one to take it to the counter, and they would split the bill 4 ways and all read it together.
Captain Kishikawa (the redhead) likes childhood friends and tsunderes. He happened to own a rare yaoi manga which he gave to battle Mister X.
The tall guy with black hair (Yamashiro) likes lolis and step sisters.
The short guy with blue hair (Kurosaki) likes mature women and waifus. His parents found his ero once, and the group searched the garbage to save it.
Main character guy seems to be into black panty stockings.