Andrei
Andrei is the main protagonist of the text, who has realised he is a passenger of the Yellow Arrow after it was revealed to him by his friend Khan. He is intent on escaping the train, as opposed to all the other passengers who are indifferent to their ultimate fate - travelling on the train until it falls off a ruined bridge. He becomes deeply philosophical in nature after his enlightenment, and sometimes gloomy from the knowledge of his, and everyone else’s fate. At the end of the text, he leaves the train and finally manages to go ‘out there’.
Khan
Khan is a friend of Andrei, who reveals to him that everyone is travelling on the ‘Yellow Arrow’, a train which is travelling towards a ruined bridge. He describes the concept of passengers, and that for one to stop being a passenger, they must realise that they are one instead of being caught up in the rhythm of the train. He also shows Andrei a message written on the wall of one of the very last cars on the train, a piece of prose about the Yellow Arrow. He dies mysteriously near the end of the novel, leaving behind a letter for Andrei which further describes the philosophy which he taught the other man.
Petr Sergeievitch
Petr Sergeievitch is a friend of Andrei. During conversations together, Petr often ridicules Andrei’s philosophy and thinks that it’s all pointless. Despite often becoming bitter about the state of the train, he strikes up a business deal with Grisha and later on in the novel, is more often seen to be quite cheery.
Grisha
Grisha is another friend of Andrei’s. He is an entrepreneurial type, who creates a business called Blue Car, which is a premium train of which people pay higher prices to get better living standards. From his businesslike wheedling, the company becomes successful and he becomes rich. He is a generally happy man, who is good at dealing with people and striking deals for the sake of his business.
Anton
Anton is an old friend of Andrei’s. He is seen working on a painting during a conversation with Andrei, while Andrei reads him a piece of prose and finds his friend to be disinterested in philosophy. Anton then leaves suddenly with his pregnant wife to go see a movie. When Andrei asks if he can hear the movement of the train’s wheels, he can’t hear anything, which shows how he’s become caught up in mundane, everyday life.
Abel
Abel is an acquaintance of Andrei, only seen a few times throughout the novella. He is described as a ‘bearded Caucasian’ with a deep voice.
Ivan
Ivan is an associate of Grisha who is seen working with him on the Blue Car company.
Young girl and mother
A nameless young girl and mother are seen in Chapter 6. The girl is asking questions about what’s beyond the train, desperate to know what’s ‘out there’. Her mother answers the questions without giving any real answers, and smiles at Andrei, inviting him to share in the amusement of child naivety. Andrei dismisses this, stating that maybe he wants to know what’s ‘out there’ too.
Woman who gives Andrei the letter Khan left for him
This is the nameless woman who gives Andrei the philosophical letter Khan left for him after he died.
Mysterious musicians
A group of mysterious musicians are seen in Chapter 4, wearing exaggerated Latino costumes and playing frenzied music. Andrei and Khan see them when a man is jumping from the roof of the train into the river below. Once the man has committed the deed, the musicians have mysteriously vanished.
Old man
Also present during the man’s jump is a strange old man, oblivious or potentially purposefully ignorant to the situation around him.
Man with the hat on a string
This is the nameless man who jumps from the train and lands in the river below, swimming away.
