Jenny
Jenny is a prostitute from London with golden hair and blue eyes. She spends the evening on a date with the speaker of the poem before he goes back to her room and she falls asleep on his knee. She does not speak once throughout the poem and she is a completely passive character. However, the speaker is consumed by her, and a version of her comes alive in his thoughts.
We don't know much about Jenny the character that is not mediated by the speaker's point-of-view. This means that we don't truly know if he gets it right or if he is just making his thoughts about Jenny up. However, the speaker does imply that Jenny was born in a rural town and dreamt of city life in London. Once she got to the city, however, it was very different from what she imagined and she was forced to prostituting herself in order to survive.
In Stanza 22, the speaker compares Jenny to "a rose shut in a book / In which pure women may not look" (250-1). In this metaphor, Jenny is the "rose" and the sin that she is forced to live in is the "book." Pure women, like Nell, cannot look in the book for fear of losing their own purity. In the speaker's depiction, Jenny has seen the ugly truth of the world and of man that no pure woman should see. It has stolen her purity and ruined her life.
The speaker doesn't always have a kind impression of Jenny. For example, he imagines her mind as a "desecrated mind, / Where all contagious currents meet" (164-5). He imagines that her profession has ruined her brain, as if she had contracted a sexually transmitted disease that hindered her rational faculties.
The speaker
The speaker of the poem went on a date with Jenny before the events of the poem and then went into her room. Jenny falls asleep on her knee and he spends the evening contemplating her. He is completely silent throughout the poem.
He considers himself different from the drunk and aggressive men that visit Jenny because he asks little more of her than to lie there so he can watch her sleep. In the second stanza of the poem, the speaker compares his room to Jenny's and says that his room is "so full of books" compared to hers (23). This tells us that he is a well-read man and an academic. Despite this, he feels like he wasted his youth on so much study. He also admits in Stanza 3 that he used to often visit prostitutes in his youth, but now he no longer does so (ironically, he has this thought while in the presence of a prostitute). "It was a careless life I led," he remembers, "When rooms like this were scarce so strange" (37-9).
His thoughts flow freely and richly as he is looking at Jenny resting on his knee. He is sympathetic but critical of her. He feels ashamed of his thoughts about her, as well as his relation to her in general.
While the speaker's presence in this poem seems innocuous on the surface, it's also important to note that he pays Jenny to be with her, thus participating in the sex work economy that oppresses Jenny in the first place. As Celia Marshik argues, "because the speaker is a young man who has paid for Jenny's company, the situation of the poem is explicitly sexualized." The speaker also holds a lot of social power over Jenny, and her life is in his hands. Because she is asleep, she is particularly vulnerable in this scene.
In all, the speaker of "Jenny" is an ambivalent character. Not only is his presence hovering between innocent and threatening, but he often contradicts himself throughout the poem. As Marshik notes, "since Rossetti's time, critics of 'Jenny' have found it necessary to defend, denounce, or explain the narrator's puzzling inconsistencies."
Pale girl
The pale girl appears in Stanza 6 of the poem. The speaker imagines her as part of a group of harsh people who make Jenny's life hard on a daily basis. In this case, the pale girl gives Jenny a "dumb rebuke" (72). She acts as a foil to Jenny in these lines, because she did not succumb to prostitution and instead works a grueling job to earn a living while Jenny has a "rich" gown (71). The pale girl's decision not to become a sex worker "proclaim[s] the strength that keeps her weak" because it means that she is virtuous even if it severely brings down her quality of life (74).
Unchildish elf
The "wise unchildish elf" appears in Stanza 6 of the poem (76). The speaker imagines him, like the pale girl, as part of a larger society that bullies and mocks Jenny because of her choices in life. He is cruel to Jenny and points her out to his friend. This act of pointing objectifies Jenny as if she were a "thing" (78). Despite the fact that he's cruel to Jenny, he is both "wise" and "unchildish," meaning that he is not necessarily morally wrong for treating Jenny this way.
Nell
Nell appears in Stanza 15 of the poem. She is the speaker's cousin, and he uses her as a foil to Jenny's sinful existence. The speaker describes Nell as "fond of fun, / and fond of dress, and change, and praise" (184-5). She is also "fond of love" (189). The speaker is proud of his cousin: "And she's the girl I'm proudest of" (190). Nell's experience is so different from Jenny's that Nell cannot even look upon Jenny's life for fear of tarnishing her virtue. The speaker sees Nell and Jenny as so fundamentally different that comparing them "makes a goblin of the sun" (205). In other words, it would be like trying to compare a goblin to the sun—completely incongruous and meaningless.
In "'The Case of Jenny': Dante Gabriel Rossetti and the Censorship Dialectic," Celia Marshik underscores the differences between Nell and Kenny: "Nell, like the once-innocent Jenny, cannot learn from a prostitute's experience because the obscene woman/rose/book only provides 'shameful knowledge.'"