The speaker
An active, first person speaker who elaborately narrates a powerful storm.
The speaker's company
In the fifth stanza, the poem's "I" pronoun switches to "we," which lets us know that the speaker is not alone in the house. We don't know who exactly this second figure is, but judging by the poem's powerful emotional resonance, this person is most likely a lover.
The wind
The wind functions as the poem's major antagonist, raging outside the speaker's home, as well as a potent symbol of interpersonal conflict.