The narrator
This man is struggling with sexual desire for a virgin he meets at a social gathering one night. He is a man of pride, cut deeply by her rejection of him. He internally walks through his temptation and passion. Using experience as his guiding force, he concludes that desire is not the answer to happiness, and it must be quelled in order to find peace.
The virgin
She is the object of the man's desire. According to her religious beliefs, she refuses the man's advances in favor of purity. There is implication in the text that she is either a member of a religious institution, like a convent, or that she wants to be. Either way, she is committed to sexual purity, though sorely tempted by the man's affections. As she feels her conviction fading, she appeals to the Virgin Mary to help her remain steadfast in her chastity.
The Virgin Mary
According to Christian tradition, the Virgin Mary is the mother of Jesus Christ. She conceived him immaculately, with the seed of the Holy Spirit. She is considered a holy saint by the Catholic church, to which they appeal in prayer. In the poem, the young virgin prays to Mary for the strength to resist sexual temptation.