The drowned sailor
There are many different incarnations of this character. Sometimes Lowell is straightforward and refers to the Sailor as his cousin, but there is also the drowned sailor at the beginning of the poem; the character who is strapped to the mast like Odysseus; the Quaker sailors; and Ahab from Moby-Dick. It's difficult to attribute any characteristics to this character, as it morphs so much throughout the poem, but the speaker questions his cruelty to the whale and his faith during the scene of the pilgrimage.
The whale
The whale is both the whale from Moby-Dick and the whale that swallowed Jonah. It also becomes a metaphor for Christ. The sailors kill it by hacking it to pieces, and it kills them by drowning them. The whale is a powerful character; it acts as a synechdoche for the larger forces of nature, like the ocean.
Speaker
We don't learn much about the speaker himself from the poem, but the immensity of his grief is reflected in the immensity and complexity of this poem. He is verbose and has no trouble incorporating myths, epics, and religious stories into his own narrative.
The Quaker Sailors
These are the Quaker whalers who died centuries before Lowell's cousin. The narrator portrays them as foolish, or a little naive, for their faith in God.
Ahab
Ahab is the captain of the Pequod in Melville's epic novel Moby-Dick. This poem alludes to his ship and his death.
Jonas Messias
A mysterious name that only appears once, Jonas Messias seems to mix biblical references, alluding both to Jonas, who was trapped in the belly of the whale, and Jesus the Messiah. His name also appears in a plea or prayer by the narrator. It seems that this name might refer to the whale himself, because it appears in the stanza where man kills the whale and reads, "Hide/Our steel, Jonas Messias, in Thy side."
