In "The Raven," Poe uses a narrative technique that was perfected in the Gothic novel. The narrator hears something strange, mysterious, or ominous. The atmosphere of suspense is generated by the narrator initially appearing more sensible than even an average reader, offering a straightforward naturalistic explanation of the mystery. Only then as the story advances are naturalistic explanations rejected, giving credibility to a sense of the mysterious or ominous.
Thus in the case of "The Raven," the narrator first assumes that a neighbor is knocking on his door. When he opens the door to check, no one is there. This sets up the suspicion that it is Lenore (or her ghost) at the door. This fancy is dismissed though, and the narrator realizes that the sound comes from a window. He first assumes the sound is the wind, but then opens the window to discover the raven. We then see a similar narrative arc in which the narrator first gives a naturalistic account of the raven (as perhaps a lost pet), and then gradually the bird evolves into a figure of horror.
The speaker in "The Raven" initially attributes the sound he hears at his chamber door to be a tapping, perhaps caused by his lost and dead lover, Lenore. Then he thinks it may be the wind tapping at his chamber door, yet when he opens the door, he sees only a raven.
As the narrator of "The Raven" is sitting in his room, "suddenly there came a tapping,/As of someone gently rapping, rapping at [his] chamber door". At first he thinks that it is some late visitor at his chamber door, but when he opens the door, noone is there. He sticks his head into the hallway and whispers the name of his dead lover, Lenore. All that comes back to him is the echo of his own voice. When he returns to his chair in his room, he hears a noise again, this time at the window. He attributes this to "the wind and nothing more". As the sound continues, he throws back the shutters to find a raven perched outside the window, and it enters the room upon his "throwing back the shutters".
At first he believed that it was someone tapping at his door. Then, he thought it was the wind hitting his window. And then he finds the raven.