The speaker
The speaker is an observer, seeing through the lens of his own perception, writing in the first person. He is a melancholic, nostalgic and reflective force throughout the poem. It is likely that the speaker is Yeats himself. During the poem's composition, Yeats was going through a personal crisis, mourning his lost youth, and the poem's melancholy mood reflects this personal crisis.
The swans
The swans are the poem’s main subjects and most important symbols. They testify to nature’s innate indifference to the human world of loss, change, and history; they are evidence that some things in this world really do last forever. They may also symbolize Yeats’ love for Maud Gonne, and his decision to let go of her despite his eternal admiration for her.
The swans, described as 'brilliant creatures', are illuminated by an aura of mystery and magic when seen through the lens of the speaker's perception. This might be because they have everything the speaker lacks: youth, vitality, beauty and companionship.
The swans also may be reflections of the speaker's internal landscape, which seems to still beat with youthful passion despite his advanced age. The swans could be projections of the speaker's imagination, holographs of what he feels he has lost but which he knows is everlasting in some form.
Maud Gonne
Although not directly mentioned in this poem, Maud Gonne is a historical character and a prominent figure in Yeats's life. His longtime obsession with her and his many unsuccessful marriage proposals prompted the poet to include Gonne in many of his poems, whether through direct mentions, symbols or passing references. In "The Wild Swans at Coole," the speaker's sore heart might have to do with Yeats' actual failed attempt to win over the love of his life, and the swans themselves may be symbols for Yeats's view of his love.