Ben Jonson
Ben Jonson is the speaker in the poem, as well as part of its audience. He is attempting to convince himself not to grieve too much for the death of his daughter. In this sense, he’s present both as a poet and a parent, and the two roles seem at odds. However, Jonson also presents the role of father as incompatible with severe grief, meaning that the poet’s coldness is less inappropriate than we might think.
Mary
Mary is the subject of the poem. She was Jonson’s daughter, and died when she was only six months old. We don’t get any specific information about her personality. We just know she was innocent.
The mother
Mary’s mother, Jonson's wife Ann Lewis, is given more space to grieve than Ben Jonson. Her tears act as a source of comfort for her daughter as she makes her way to heaven. In fact, the bond between them is part of what lets Mary’s self persist beyond life on earth.
The Virgin Mary
The Virgin Mary, or the mother of Jesus, appears in the poem as the guardian of the child Mary. She invites the child to heaven, and incorporates her within her retinue of virgins: all the “pure” women who were thought to serve the Virgin Mary in heaven.