The characters in this poem are Death and the speaker (a persona that Dickinson assumes). There is also Immortality, although Immortality is more of an abstraction than a character.
The speaker is figured as already dead, and she recalls the day that Death came for her.
Because I could not stop for Death—
He kindly stopped for me—
The Carriage held but just Ourselves—
Death here is personified as a courtly gentleman who bears the speaker away in his carriage in which Immortality is also present. The whole drive is presented as a gracious outing with a genteel suitor and a third figure perhaps as a chaperone, eventually getting closer to the speaker’s present home, the cemetery. There is none of the fear or apprehension which is usually associated with death and dying, although there is perhaps an indirect moral that one should remain mindful of one’s inevitable demise.
Dickinson herself was extremely mindful of death, as she experienced the deaths of many people that she knew, and it is one of the central themes in her poetry. This particular poem is one of her most celebrated, exhibiting her usual taut style and oblique approach to her subject. The poem creates a dreamy, almost surreal scene, mixing surreality with a semblance of normality in its depiction of a journey through familiar places towards a stopping point more final than any other.
The poem has two characters, Death and the speaker.
Death is described as a gentleman riding in a carriage. He is "kindly" because he stops his carriage and lets the speaker in. He is also described as unrushed and as offering "civility."
These are unusual characteristics to attribute to death, which is not often described as kind or civil or as a gentleman. Death is more often seen as cruel, rude, and uncivilized.
The other character is the poem's speaker, who rides with Death in his carriage. It might be assumed that this character is a female because she wears a gown (traditional of women during Dickinson's time period). She seems particularly calm, accepting what comes without a struggle.
As the poem goes on, we come to question the speaker's characterization of Death as kindly. As the sun sets—in other words, as she passes into the realm of death—the speaker becomes cold, saying
The dews grew quivering and chill,
For only gossamer my gown,
My tippet only tulle.
A kinder host might have provided her with a blanket or cape. She also mentions that the house they "pause" at is underground, saying:
The roof was scarcely visible,
The cornice but a mound.
Death, after all, might not be so pleasant.
Three major characters in the poem are the speaker of the poem (the "I" that could not stop), Death, and the third "person" in the carriage, Immortality. Other people appear in the poem, notably the school children who are outside playing.
Of course, these figures are symbolic, or allegorical, rather than real people. However, by presenting Death as a "kindly" person who goes out of his way to give the speaker a ride, Dickinson is able to create a great deal of emotive energy. In addition to its unusual suggestion that Death is kind, the scenario the poem sets up—a gentle carriage ride through the town in the company of Death and Immortality—suggests a kind of interpenetration of the everyday and the eternal.
The figure of Immortality can be understood as a kind of chaperone of sorts, if you think of Death as a sort of "gentleman caller." It's also possible to see Immortality as an outward manifestation of a quality of Death. That is, even though they are separate "people" in the poem, they are really the same. Following that logic, it's also possible to understand all three (the speaker, Death, and Immortality) as a kind of trinity, each a different aspect of the same overarching principle or spirit. In taking this approach, it could be argued that there is really only one character in the poem, which could be described as God, or Eternity.