The Little Match Girl
The poor little girl after whom the story is titled is the protagonist. The narrator describes her as poorly equipped to fight off the snowy night she treks through: her head is uncovered, revealing her long fair (i.e. blonde) hair. She is barefoot, having lost her mother's too-large slippers in the snow. She is afraid to return home because she has made no money from selling matches and knows her father will beat her as punishment. As hypothermia sets in, the girl strikes matches which provoke hallucinations of warmth, ending with her believing she is ascending to the heavens to be with her deceased grandmother and God.
The Grandmother
The little girl's dead grandmother is the only person who had ever shown the little girl love. The grandmother appears in a vision as bright and beautiful. She embraces the girl and takes her to the afterlife, where they will be ensconced in warmth and joy.
The Father
While the little girl’s father does not appear in the story's scenes, his presence looms over the little girl, as she knows he will beat her if she comes home with no money made from selling matches.
The Slipper Thief
The narrator explains that the little girl wound up barefoot because a boy stole one of her slippers when it fell off in the snow. The boy cruelly keeps it for himself, claiming he will one day use the slipper as a cradle for the child he expects to have.
The Roast Goose
One of the matches the little girl strikes creates a translucent portal through which she can see into the house she leans against. On the table she sees a roast goose jumping off the table and waddling toward her with a knife and fork in its breast—a hallucination manifested by her hunger.